-24.2%
VRSK vs AMDL
+115.6%
-139.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.5% |
| 7D | -7.7% | +20.7% | -28.4% | -6.9% |
| 30D | -2.8% | +9.4% | -12.3% | -2.3% |
| 3M | -3.7% | +5.6% | -9.4% | -2.7% |
| 6M | -12.8% | +340.3% | -353.0% | -9.2% |
| YTD | -21.0% | +253.6% | -274.6% | -17.7% |
| 1Y | -32.5% | +443.4% | -475.8% | -29.6% |
| All | -24.2% | +115.6% | -139.7% | -23.0% |
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 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