-19.9%
VRSK vs AMDL
+95.0%
-114.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -2.2% |
| 7D | -3.1% | +4.5% | -7.7% | -2.9% |
| 30D | -1.6% | -4.4% | +2.8% | -1.6% |
| 3M | +3.5% | -30.5% | +34.0% | +3.5% |
| 6M | -13.4% | +300.9% | -314.3% | -10.2% |
| YTD | -16.5% | +219.9% | -236.4% | -13.4% |
| 1Y | -30.6% | +374.7% | -405.3% | -28.0% |
| All | -19.9% | +95.0% | -114.9% | -19.0% |
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 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