+124.4%
AMDL vs VCLT
-2.7%
+127.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.3% | +26.5% | +25.9% |
| 7D | +10.3% | +1.2% | +9.0% | +5.8% |
| 30D | -38.3% | +3.4% | -41.6% | -46.0% |
| 3M | -8.7% | -0.9% | -7.9% | -4.6% |
| 6M | -14.4% | -3.1% | -11.2% | +0.5% |
| YTD | +206.9% | -2.4% | +209.3% | +249.8% |
| All | +124.4% | -2.7% | +127.1% | +158.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling