-100.0%
VIVK vs AMDL
+384.9%
-484.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +9.2% | -21.5% | -13.0% |
| 7D | -1.4% | +4.5% | -5.9% | -1.8% |
| 30D | -43.6% | -4.4% | -39.2% | -43.6% |
| 3M | -95.1% | -30.5% | -64.6% | -95.1% |
| 6M | -98.2% | +300.9% | -399.1% | -98.7% |
| YTD | -97.9% | +219.9% | -317.9% | -98.6% |
| 1Y | -100.0% | +374.7% | -474.7% | -100.0% |
| All | -100.0% | +384.9% | -484.9% | -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