+51.7%
VFC vs AMDL
+119.6%
-67.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.3% | -14.8% | -2.1% |
| 7D | -1.4% | +18.5% | -19.9% | -4.8% |
| 30D | +30.7% | -24.2% | +55.0% | +31.5% |
| 3M | +40.6% | +11.5% | +29.1% | +32.9% |
| 6M | +16.5% | -1.0% | +17.5% | +6.8% |
| YTD | +16.2% | +260.3% | -244.1% | -17.8% |
| 1Y | +42.4% | +178.2% | -135.7% | +4.2% |
| All | +51.7% | +119.6% | -67.9% | -20.9% |
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