+90.8%
NVTS vs AMDL
+102.5%
-11.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -17.6% | +11.2% | +0.7% |
| 7D | +3.9% | +37.2% | -33.3% | -10.4% |
| 30D | -4.3% | -24.0% | +19.7% | +0.9% |
| 3M | -34.5% | -1.0% | -33.5% | -38.7% |
| 6M | -57.7% | -3.2% | -54.5% | -61.0% |
| YTD | +25.4% | +232.2% | -206.9% | -33.5% |
| 1Y | +13.1% | +137.7% | -124.6% | -33.0% |
| All | +90.8% | +102.5% | -11.7% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling