-100.0%
VIVK vs AMDL
+175.5%
-275.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +11.9% | -21.4% | -10.7% |
| 7D | -38.6% | +103.5% | -142.2% | -44.3% |
| 30D | -87.7% | -18.3% | -69.4% | -87.9% |
| 3M | -98.9% | +20.1% | -118.9% | -98.9% |
| 6M | -100.0% | +15.9% | -115.9% | -100.0% |
| YTD | -100.0% | +303.0% | -403.0% | -100.0% |
| 1Y | -100.0% | +164.0% | -264.0% | -100.0% |
| All | -100.0% | +175.5% | -275.5% | -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