+135.3%
NVT vs AMDL
+126.1%
+9.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.2% | +3.7% |
| 7D | +4.1% | +15.9% | -11.8% | +1.1% |
| 30D | -5.1% | +10.5% | -15.6% | -7.3% |
| 3M | -1.2% | -4.7% | +3.6% | -3.2% |
| 6M | +46.6% | +355.2% | -308.6% | +3.3% |
| YTD | +60.0% | +270.9% | -210.9% | +13.4% |
| 1Y | +70.8% | +499.5% | -428.7% | +5.2% |
| All | +135.3% | +126.1% | +9.2% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling