+47.6%
AMDL vs VCLT
+5.5%
+42.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.1% | +22.3% | +22.4% |
| 7D | -26.2% | +0.3% | -26.5% | -26.5% |
| 30D | -57.1% | +3.7% | -60.7% | -60.6% |
| 3M | -29.8% | -1.0% | -28.9% | -28.6% |
| 6M | -22.2% | -3.4% | -18.9% | -15.4% |
| YTD | +142.1% | -2.6% | +144.7% | +161.9% |
| 1Y | +85.8% | -3.3% | +89.1% | +103.4% |
| All | +47.6% | +5.5% | +42.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling