+10.6%
NVTS vs AMDL
+175.5%
-164.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.9% | -16.9% | -10.4% |
| 7D | +21.6% | +103.5% | -81.9% | -13.9% |
| 30D | -8.5% | -18.3% | +9.8% | -5.7% |
| 3M | -31.4% | +20.1% | -51.4% | -41.6% |
| 6M | -50.3% | +15.9% | -66.2% | -58.3% |
| YTD | +33.9% | +303.0% | -269.1% | -37.1% |
| 1Y | +10.6% | +164.0% | -153.3% | -38.4% |
| All | +10.6% | +175.5% | -164.8% | -38.4% |
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