+117.8%
AMDL vs VYM
+48.2%
+69.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +13.3% |
| 7D | +19.9% | +0.1% | +19.8% | +18.9% |
| 30D | +6.3% | -1.3% | +7.5% | +10.9% |
| 3M | -9.9% | +4.1% | -13.9% | -22.0% |
| 6M | +394.3% | +9.8% | +384.5% | +266.3% |
| YTD | +257.3% | +15.3% | +242.0% | +122.6% |
| 1Y | +508.5% | +20.0% | +488.5% | +233.0% |
| All | +117.8% | +48.2% | +69.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling