+67.6%
NVT vs AMDL
+145.7%
-78.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.9% | -12.9% | -3.5% |
| 7D | +17.4% | +103.5% | -86.1% | +0.5% |
| 30D | -28.4% | -18.3% | -10.0% | -27.6% |
| 3M | -32.4% | +20.1% | -52.5% | -37.1% |
| 6M | -32.2% | +15.9% | -48.1% | -38.7% |
| YTD | +14.0% | +303.0% | -289.0% | -23.0% |
| 1Y | +4.3% | +164.0% | -159.7% | -24.4% |
| All | +67.6% | +145.7% | -78.0% | -5.3% |
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