-27.4%
VFC vs AMDL
+341.0%
-368.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.2% | -6.8% | +1.6% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | -11.6% | -4.4% | -7.2% | -11.5% |
| 3M | -18.1% | -30.5% | +12.4% | -18.3% |
| 6M | -27.4% | +300.9% | -328.2% | -47.2% |
| All | -27.4% | +341.0% | -368.4% | -47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling