+120.6%
VLO vs AMDL
+108.7%
+12.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.4% | -5.7% |
| 7D | -6.0% | -30.7% | +24.8% | -6.6% |
| 30D | -12.9% | -43.8% | +30.9% | -13.7% |
| 3M | +18.3% | -24.5% | +42.8% | +17.9% |
| 6M | +46.4% | +44.7% | +1.8% | +50.2% |
| YTD | +127.7% | +204.0% | -76.2% | +133.9% |
| 1Y | +120.6% | +109.1% | +11.6% | +128.2% |
| All | +120.6% | +108.7% | +12.0% | +128.2% |
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