+115.6%
AMDL vs VYM
+46.7%
+68.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.1% | -4.7% |
| 7D | +20.7% | -1.9% | +22.6% | +29.1% |
| 30D | +9.4% | -2.6% | +12.0% | +20.2% |
| 3M | +5.6% | +3.6% | +2.1% | -7.2% |
| 6M | +340.3% | +8.7% | +331.6% | +238.7% |
| YTD | +253.6% | +14.1% | +239.5% | +129.1% |
| 1Y | +443.4% | +17.8% | +425.6% | +218.1% |
| All | +115.6% | +46.7% | +68.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling