-25.2%
PNR vs AMDL
+117.8%
-143.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -3.4% |
| 7D | -3.0% | +19.9% | -23.0% | -4.2% |
| 30D | -14.9% | +6.3% | -21.2% | -15.5% |
| 3M | -19.0% | -9.9% | -9.1% | -20.0% |
| 6M | -35.9% | +394.3% | -430.2% | -45.9% |
| YTD | -43.1% | +257.3% | -300.4% | -51.5% |
| 1Y | -46.4% | +508.5% | -554.9% | -57.8% |
| All | -25.2% | +117.8% | -143.0% | -44.6% |
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