-1.0%
AMDL vs VYM
+7.1%
-8.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.9% | +13.4% | +8.8% |
| 7D | +18.5% | -0.2% | +18.7% | +27.6% |
| 30D | -24.2% | +3.6% | -27.8% | -29.7% |
| 3M | +11.5% | -0.1% | +11.6% | +25.1% |
| 6M | -1.0% | +7.1% | -8.1% | -29.9% |
| All | -1.0% | +7.1% | -8.1% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling