-36.4%
PNR vs AMDL
+175.5%
-211.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.9% | -13.6% | -2.1% |
| 7D | -2.3% | +103.5% | -105.9% | -4.5% |
| 30D | +29.3% | -18.3% | +47.6% | +29.3% |
| 3M | +4.1% | +20.1% | -15.9% | +2.4% |
| 6M | -8.6% | +15.9% | -24.5% | -11.6% |
| YTD | -33.6% | +303.0% | -336.6% | -41.5% |
| 1Y | -36.4% | +164.0% | -200.4% | -43.8% |
| All | -36.4% | +175.5% | -211.8% | -43.8% |
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