+225.9%
VIK vs AMDL
+311.2%
-85.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.0% | -9.5% | -4.1% |
| 7D | -0.8% | +29.0% | -29.8% | -3.8% |
| 30D | -18.0% | +19.1% | -37.1% | -20.1% |
| 3M | -5.8% | +1.8% | -7.6% | -9.0% |
| 6M | +17.2% | +374.4% | -357.2% | -10.8% |
| YTD | +19.1% | +278.9% | -259.8% | -9.0% |
| 1Y | +33.6% | +510.6% | -476.9% | -10.5% |
| All | +225.9% | +311.2% | -85.2% | +84.1% |
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 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