+6.9%
VMC vs AMDL
+47.6%
-40.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -1.8% |
| 7D | +0.5% | -26.2% | +26.7% | +1.3% |
| 30D | +15.8% | -57.1% | +72.9% | +18.8% |
| 3M | +0.6% | -29.8% | +30.4% | +0.8% |
| 6M | -4.0% | -22.2% | +18.2% | -6.1% |
| YTD | -0.3% | +142.1% | -142.4% | -10.0% |
| 1Y | -0.5% | +85.8% | -86.3% | -9.3% |
| All | +6.9% | +47.6% | -40.7% | -10.6% |
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