-100.0%
VIVK vs AMDL
+92.1%
-192.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +2.7% | -25.4% | -22.9% |
| 7D | -56.0% | +5.4% | -61.4% | -56.4% |
| 30D | -92.3% | -36.6% | -55.7% | -92.3% |
| 3M | -98.6% | -1.0% | -97.7% | -98.6% |
| 6M | -99.9% | -12.1% | -87.9% | -99.9% |
| YTD | -100.0% | +215.1% | -315.1% | -100.0% |
| 1Y | -100.0% | +130.4% | -230.4% | -100.0% |
| All | -100.0% | +92.1% | -192.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling