-10.8%
NVTS vs AMDL
+108.7%
-119.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.2% |
| 7D | -0.3% | -30.7% | +30.4% | +16.4% |
| 30D | -24.4% | -43.8% | +19.4% | -3.6% |
| 3M | -26.5% | -24.5% | -2.0% | -20.1% |
| 6M | -41.4% | +44.7% | -86.1% | -52.4% |
| YTD | +30.7% | +204.0% | -173.3% | -28.4% |
| 1Y | -10.8% | +109.1% | -119.9% | -44.1% |
| All | -10.8% | +108.7% | -119.5% | -44.1% |
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 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