+25.8%
VNQ vs AMDL
+102.5%
-76.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +0.3% |
| 7D | +0.8% | +37.2% | -36.4% | +0.2% |
| 30D | +6.8% | -24.0% | +30.8% | +6.8% |
| 3M | -1.3% | -1.0% | -0.3% | -1.9% |
| 6M | +2.4% | -3.2% | +5.6% | +0.9% |
| YTD | +12.1% | +232.2% | -220.1% | +5.4% |
| 1Y | +12.0% | +137.7% | -125.7% | +6.3% |
| All | +25.8% | +102.5% | -76.7% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling