+9.0%
NVT vs AMDL
+130.1%
-121.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.9% | +3.2% |
| 7D | +8.0% | +37.2% | -29.2% | -0.9% |
| 30D | -24.8% | -24.0% | -0.7% | -23.1% |
| 3M | -32.4% | -1.0% | -31.4% | -35.0% |
| 6M | -33.5% | -3.2% | -30.3% | -37.5% |
| YTD | +13.2% | +232.2% | -219.0% | -20.7% |
| 1Y | +9.0% | +137.7% | -128.8% | -18.7% |
| All | +9.0% | +130.1% | -121.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling