-86.3%
AMDD vs VT
+28.5%
-114.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | -4.1% | +21.7% | +6.6% |
| 7D | +33.8% | -4.2% | +38.0% | +21.5% |
| 30D | +50.6% | -5.8% | +56.4% | +31.7% |
| 3M | +8.3% | -5.2% | +13.5% | -3.2% |
| 6M | -33.6% | +0.1% | -33.8% | -27.6% |
| YTD | -65.0% | +8.2% | -73.2% | -53.4% |
| 1Y | -59.5% | +10.1% | -69.6% | -43.3% |
| All | -86.3% | +28.5% | -114.7% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling