+46.0%
VFC vs AMDL
+62.4%
-16.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.1% | -1.0% |
| 7D | +11.2% | -26.2% | +37.4% | +12.3% |
| 30D | +41.5% | -57.1% | +98.6% | +47.0% |
| 3M | +38.9% | -29.8% | +68.8% | +38.7% |
| 6M | +6.1% | -22.2% | +28.4% | +2.1% |
| YTD | +14.5% | +142.1% | -127.6% | -1.6% |
| 1Y | +46.0% | +85.8% | -39.9% | +27.1% |
| All | +46.0% | +62.4% | -16.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling