+117.8%
AMDL vs VICR
+435.4%
-317.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.1% | +9.9% |
| 7D | +19.9% | +9.8% | +10.1% | +12.7% |
| 30D | +6.3% | -12.6% | +18.9% | +15.9% |
| 3M | -9.9% | -29.7% | +19.8% | +16.4% |
| 6M | +394.3% | +18.8% | +375.5% | +367.4% |
| YTD | +257.3% | +76.4% | +180.9% | +170.2% |
| 1Y | +508.5% | +282.4% | +226.2% | +179.7% |
| All | +117.8% | +435.4% | -317.6% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling