+47.2%
VFC vs AMDL
+145.7%
-98.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.8% | -4.3% |
| 7D | -1.4% | +103.5% | -105.0% | -9.9% |
| 30D | +24.6% | -18.3% | +43.0% | +24.2% |
| 3M | +38.4% | +20.1% | +18.4% | +29.7% |
| 6M | +15.3% | +15.9% | -0.6% | +3.5% |
| YTD | +12.7% | +303.0% | -290.3% | -21.3% |
| 1Y | +32.7% | +164.0% | -131.3% | -1.3% |
| All | +47.2% | +145.7% | -98.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling