+135.6%
NVT vs AMDL
+117.8%
+17.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.7% | -7.5% | +2.0% |
| 7D | +10.4% | +19.9% | -9.6% | +6.6% |
| 30D | -1.3% | +6.3% | -7.5% | -2.8% |
| 3M | -0.6% | -9.9% | +9.3% | -1.8% |
| 6M | +53.8% | +394.3% | -340.5% | +6.8% |
| YTD | +60.2% | +257.3% | -197.1% | +14.4% |
| 1Y | +76.8% | +508.5% | -431.8% | +8.3% |
| All | +135.6% | +117.8% | +17.8% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling