-90.1%
AMDD vs VT
+31.8%
-121.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.1% |
| 7D | -18.7% | +2.4% | -21.1% | -12.5% |
| 30D | -4.0% | -1.5% | -2.5% | -4.6% |
| 3M | -21.6% | -4.1% | -17.5% | -26.7% |
| 6M | -36.9% | +0.6% | -37.4% | -29.9% |
| YTD | -74.7% | +11.0% | -85.8% | -63.5% |
| 1Y | -71.2% | +13.3% | -84.6% | -56.1% |
| All | -90.1% | +31.8% | -121.9% | -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