+145.7%
AMDL vs VIG
+46.6%
+99.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +103.5% | +3.1% | +100.5% | +82.0% |
| 30D | -18.3% | +5.0% | -23.4% | -29.2% |
| 3M | +20.1% | +2.7% | +17.4% | +13.3% |
| 6M | +15.9% | +11.0% | +4.9% | -18.0% |
| YTD | +303.0% | +16.0% | +287.1% | +145.0% |
| 1Y | +164.0% | +16.3% | +147.7% | +60.1% |
| All | +145.7% | +46.6% | +99.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling