+51.2%
V vs AMDL
+92.1%
-40.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | +0.6% | +5.4% | -4.8% | +0.4% |
| 30D | +9.7% | -36.6% | +46.4% | +10.1% |
| 3M | +17.3% | -1.0% | +18.3% | +16.7% |
| 6M | +33.2% | -12.1% | +45.3% | +31.5% |
| YTD | +21.3% | +215.1% | -193.8% | +13.0% |
| 1Y | +27.3% | +130.4% | -103.0% | +19.9% |
| All | +51.2% | +92.1% | -40.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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