-12.5%
PNR vs AMDL
+102.5%
-115.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.6% | +17.8% | +1.2% |
| 7D | +0.3% | +37.2% | -36.9% | -1.9% |
| 30D | +31.7% | -24.0% | +55.8% | +32.0% |
| 3M | +2.6% | -1.0% | +3.7% | +0.5% |
| 6M | -6.4% | -3.2% | -3.2% | -10.4% |
| YTD | -33.4% | +232.2% | -265.7% | -44.0% |
| 1Y | -35.1% | +137.7% | -172.8% | -44.0% |
| All | -12.5% | +102.5% | -115.0% | -36.0% |
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