-10.8%
PNR vs AMDL
+92.1%
-102.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.0% |
| 7D | -0.1% | +5.4% | -5.5% | -1.1% |
| 30D | +33.4% | -36.6% | +70.0% | +35.4% |
| 3M | +4.9% | -1.0% | +5.8% | +2.8% |
| 6M | -8.5% | -12.1% | +3.6% | -11.7% |
| YTD | -32.1% | +215.1% | -247.3% | -42.6% |
| 1Y | -35.0% | +130.4% | -165.4% | -43.8% |
| All | -10.8% | +92.1% | -102.8% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling