+2.6%
VMC vs AMDL
+108.7%
-106.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.6% |
| 7D | +12.3% | -30.7% | +43.1% | +13.0% |
| 30D | +21.2% | -43.8% | +65.0% | +22.5% |
| 3M | +4.6% | -24.5% | +29.1% | +4.7% |
| 6M | +3.9% | +44.7% | -40.8% | -0.7% |
| YTD | +5.0% | +204.0% | -199.0% | -5.3% |
| 1Y | +2.6% | +109.1% | -106.4% | -7.5% |
| All | +2.6% | +108.7% | -106.0% | -7.5% |
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