-90.3%
AMDD vs VT
+33.0%
-123.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -4.2% |
| 7D | -17.1% | -0.7% | -16.4% | -16.5% |
| 30D | -2.7% | -1.7% | -1.0% | -3.6% |
| 3M | -25.0% | -2.3% | -22.7% | -26.2% |
| 6M | -36.5% | +1.5% | -38.0% | -27.6% |
| YTD | -75.3% | +12.0% | -87.4% | -63.5% |
| 1Y | -73.3% | +12.9% | -86.2% | -59.5% |
| All | -90.3% | +33.0% | -123.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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