-2.3%
VMC vs AMDL
+117.8%
-120.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -2.1% |
| 7D | -0.5% | +19.9% | -20.5% | -1.3% |
| 30D | -9.1% | +6.3% | -15.4% | -9.5% |
| 3M | -4.1% | -9.9% | +5.7% | -4.9% |
| 6M | -5.5% | +394.3% | -399.8% | -15.8% |
| YTD | -8.9% | +257.3% | -266.2% | -18.2% |
| 1Y | -12.9% | +508.5% | -521.5% | -25.7% |
| All | -2.3% | +117.8% | -120.1% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling