-100.0%
VIVK vs AMDL
+131.0%
-230.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.4% | -6.3% |
| 7D | -7.9% | +29.0% | -36.8% | -7.8% |
| 30D | -42.0% | +19.1% | -61.0% | -41.9% |
| 3M | -92.5% | +1.8% | -94.3% | -92.5% |
| 6M | -98.0% | +374.4% | -472.4% | -98.0% |
| YTD | -97.9% | +278.9% | -376.8% | -98.0% |
| 1Y | -100.0% | +510.6% | -610.5% | -100.0% |
| All | -100.0% | +131.0% | -230.9% | -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 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