+126.1%
NVT vs AMDL
+95.0%
+31.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.6% | +0.9% |
| 7D | +5.1% | +4.5% | +0.5% | +4.2% |
| 30D | -3.7% | -4.4% | +0.7% | -3.3% |
| 3M | -10.1% | -30.5% | +20.3% | -7.3% |
| 6M | +37.5% | +300.9% | -263.4% | -0.7% |
| YTD | +53.7% | +219.9% | -166.2% | +12.2% |
| 1Y | +70.9% | +374.7% | -303.9% | +9.9% |
| All | +126.1% | +95.0% | +31.1% | +38.1% |
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