-39.3%
VG vs AMDL
+521.9%
-561.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.2% |
| 7D | +1.7% | +4.5% | -2.8% | +1.3% |
| 30D | +16.0% | -4.4% | +20.4% | +16.1% |
| 3M | +9.7% | -30.5% | +40.2% | +10.3% |
| 6M | +29.6% | +300.9% | -271.3% | -7.6% |
| YTD | +112.0% | +219.9% | -107.9% | +51.8% |
| 1Y | +12.8% | +374.7% | -361.9% | -30.7% |
| All | -39.3% | +521.9% | -561.2% | -66.1% |
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