+147.3%
NVTS vs AMDL
+131.0%
+16.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.4% | -5.7% |
| 7D | +3.5% | +29.0% | -25.5% | -6.9% |
| 30D | -11.9% | +19.1% | -31.0% | -18.3% |
| 3M | -49.2% | +1.8% | -51.0% | -51.6% |
| 6M | +38.4% | +374.4% | -336.0% | -28.1% |
| YTD | +62.5% | +278.9% | -216.4% | -12.8% |
| 1Y | +101.4% | +510.6% | -409.2% | -14.5% |
| All | +147.3% | +131.0% | +16.4% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling