+129.7%
NVT vs AMDL
+131.0%
-1.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.0% | -8.5% | -3.6% |
| 7D | +7.0% | +29.0% | -22.0% | +1.9% |
| 30D | -2.3% | +19.1% | -21.4% | -5.9% |
| 3M | -3.1% | +1.8% | -4.9% | -6.4% |
| 6M | +47.0% | +374.4% | -327.4% | +2.9% |
| YTD | +56.2% | +278.9% | -222.7% | +10.3% |
| 1Y | +74.5% | +510.6% | -436.0% | +7.1% |
| All | +129.7% | +131.0% | -1.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling