-33.3%
VRSK vs AMDL
+449.9%
-483.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.7% |
| 7D | -7.7% | +20.7% | -28.4% | -6.4% |
| 30D | -2.8% | +9.4% | -12.3% | -1.8% |
| 3M | -3.7% | +5.6% | -9.4% | -1.8% |
| 6M | -12.8% | +340.3% | -353.0% | -4.6% |
| YTD | -21.0% | +253.6% | -274.6% | -13.3% |
| All | -33.3% | +449.9% | -483.2% | -26.0% |
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