+59.6%
VEA vs AMDL
+95.0%
-35.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.2% |
| 7D | +1.0% | +4.5% | -3.6% | +0.6% |
| 30D | +1.9% | -4.4% | +6.3% | +2.1% |
| 3M | +3.2% | -30.5% | +33.7% | +3.9% |
| 6M | +10.2% | +300.9% | -290.7% | -3.3% |
| YTD | +18.9% | +219.9% | -201.0% | +4.6% |
| 1Y | +29.3% | +374.7% | -345.4% | +8.2% |
| All | +59.6% | +95.0% | -35.4% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling