-46.6%
PNR vs AMDL
+540.4%
-587.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -2.1% |
| 7D | -3.9% | +29.0% | -32.8% | -4.7% |
| 30D | -13.8% | +19.1% | -32.9% | -14.4% |
| 3M | -22.5% | +1.8% | -24.3% | -23.3% |
| 6M | -37.2% | +374.4% | -411.5% | -42.0% |
| YTD | -44.2% | +278.9% | -323.1% | -48.6% |
| 1Y | -46.6% | +510.6% | -557.2% | -50.0% |
| All | -46.6% | +540.4% | -587.1% | -50.0% |
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 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