+117.8%
AMDL vs VCLT
+6.1%
+111.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.8% |
| 7D | +19.9% | +0.3% | +19.6% | +19.2% |
| 30D | +6.3% | -0.6% | +6.8% | +7.4% |
| 3M | -9.9% | -2.2% | -7.6% | -5.2% |
| 6M | +394.3% | -2.9% | +397.2% | +435.3% |
| YTD | +257.3% | -2.1% | +259.4% | +282.4% |
| 1Y | +508.5% | -2.6% | +511.1% | +552.7% |
| All | +117.8% | +6.1% | +111.7% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling