+243.4%
VIAV vs AMDL
+119.6%
+123.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +14.3% | -7.9% | +3.4% |
| 7D | +12.3% | +18.5% | -6.2% | +6.6% |
| 30D | -21.0% | -24.2% | +3.3% | -18.3% |
| 3M | -14.1% | +11.5% | -25.5% | -17.3% |
| 6M | -39.9% | -1.0% | -38.9% | -42.0% |
| YTD | +85.2% | +260.3% | -175.1% | +45.6% |
| 1Y | +84.3% | +178.2% | -93.9% | +47.9% |
| All | +243.4% | +119.6% | +123.8% | +140.6% |
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