-100.0%
VIVK vs AMDL
+108.7%
-208.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.7% | -29.1% | -27.6% |
| 7D | -68.7% | -30.7% | -37.9% | -67.6% |
| 30D | -90.0% | -43.8% | -46.3% | -89.6% |
| 3M | -98.1% | -24.5% | -73.5% | -98.0% |
| 6M | -99.9% | +44.7% | -144.6% | -99.9% |
| YTD | -99.9% | +204.0% | -303.9% | -99.9% |
| 1Y | -100.0% | +109.1% | -209.1% | -100.0% |
| All | -100.0% | +108.7% | -208.6% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling