+119.6%
AMDL vs VO
+41.7%
+77.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.3% | +13.1% | +9.1% |
| 7D | +18.5% | +0.2% | +18.3% | +26.3% |
| 30D | -24.2% | +2.0% | -26.3% | -23.9% |
| 3M | +11.5% | -0.3% | +11.8% | +23.1% |
| 6M | -1.0% | +7.3% | -8.3% | -11.5% |
| YTD | +260.3% | +15.0% | +245.3% | +158.9% |
| 1Y | +178.2% | +14.7% | +163.5% | +102.9% |
| All | +119.6% | +41.7% | +77.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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