+78.3%
NVS vs AMDL
+95.0%
-16.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -1.9% |
| 7D | +4.0% | +4.5% | -0.5% | +4.0% |
| 30D | +3.6% | -4.4% | +8.0% | +3.6% |
| 3M | +7.8% | -30.5% | +38.3% | +7.8% |
| 6M | -0.2% | +300.9% | -301.1% | -1.5% |
| YTD | +19.6% | +219.9% | -200.4% | +18.0% |
| 1Y | +28.4% | +374.7% | -346.3% | +26.2% |
| All | +78.3% | +95.0% | -16.8% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling