+83.6%
NVTS vs AMDL
+47.6%
+36.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +22.3% | -12.7% | +0.5% |
| 7D | +1.5% | -26.2% | +27.7% | +12.0% |
| 30D | -23.8% | -57.1% | +33.3% | +3.4% |
| 3M | -30.6% | -29.8% | -0.7% | -23.8% |
| 6M | -48.4% | -22.2% | -26.2% | -46.5% |
| YTD | +20.6% | +142.1% | -121.5% | -25.8% |
| 1Y | -2.5% | +85.8% | -88.4% | -35.0% |
| All | +83.6% | +47.6% | +36.0% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling