-100.0%
VIVK vs AMDL
+117.8%
-217.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +11.7% | -4.0% | +7.7% |
| 7D | +13.1% | +19.9% | -6.9% | +13.2% |
| 30D | -29.7% | +6.3% | -35.9% | -29.6% |
| 3M | -93.0% | -9.9% | -83.1% | -92.9% |
| 6M | -98.0% | +394.3% | -492.3% | -98.0% |
| YTD | -97.8% | +257.3% | -355.1% | -97.8% |
| 1Y | -100.0% | +508.5% | -608.5% | -100.0% |
| All | -100.0% | +117.8% | -217.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling