+30.1%
AMDL vs VYM
+17.8%
+12.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -3.3% | -31.6% | -19.9% |
| 7D | -52.7% | -3.0% | -49.7% | -42.2% |
| 30D | -65.3% | +0.9% | -66.2% | -64.2% |
| 3M | -40.8% | -2.7% | -38.1% | -29.2% |
| 6M | -12.9% | +3.4% | -16.3% | -16.5% |
| YTD | +98.0% | +13.3% | +84.7% | +40.5% |
| 1Y | +30.1% | +17.0% | +13.1% | -20.1% |
| All | +30.1% | +17.8% | +12.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling