-11.1%
PNR vs AMDL
+119.6%
-130.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.8% | -1.3% |
| 7D | -3.7% | +18.5% | -22.3% | -5.4% |
| 30D | +33.1% | -24.2% | +57.4% | +33.7% |
| 3M | +3.7% | +11.5% | -7.8% | +1.0% |
| 6M | -7.7% | -1.0% | -6.7% | -11.5% |
| YTD | -32.4% | +260.3% | -292.7% | -43.3% |
| 1Y | -35.0% | +178.2% | -213.1% | -44.6% |
| All | -11.1% | +119.6% | -130.7% | -35.3% |
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