+92.1%
AMDL vs VICR
+347.7%
-255.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.5% |
| 7D | +5.4% | -9.7% | +15.1% | +17.8% |
| 30D | -36.6% | -39.2% | +2.6% | -5.8% |
| 3M | -1.0% | -22.6% | +21.6% | +20.6% |
| 6M | -12.1% | -37.0% | +24.9% | +24.5% |
| YTD | +215.1% | +47.5% | +167.6% | +176.8% |
| 1Y | +130.4% | +75.0% | +55.4% | +84.4% |
| All | +92.1% | +347.7% | -255.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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