-2.9%
VMC vs AMDL
+79.5%
-82.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -1.5% |
| 7D | +0.5% | -26.2% | +26.7% | +1.0% |
| 30D | +15.8% | -57.1% | +72.9% | +17.6% |
| 3M | +0.6% | -29.8% | +30.4% | +0.6% |
| 6M | -4.0% | -22.2% | +18.2% | -6.0% |
| YTD | -0.3% | +142.1% | -142.4% | -10.2% |
| All | -2.9% | +79.5% | -82.4% | -12.7% |
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 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