+145.7%
AMDL vs VCLT
+4.1%
+141.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.3% | +13.2% | +14.4% |
| 7D | +103.5% | -1.9% | +105.4% | +110.9% |
| 30D | -18.3% | +1.4% | -19.8% | -21.8% |
| 3M | +20.1% | -1.8% | +21.8% | +23.3% |
| 6M | +15.9% | -3.9% | +19.8% | +26.7% |
| YTD | +303.0% | -3.9% | +306.9% | +345.8% |
| 1Y | +164.0% | -4.7% | +168.7% | +196.5% |
| All | +145.7% | +4.1% | +141.5% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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