+123.4%
VRT vs AMDL
+384.9%
-261.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.2% | -4.8% | +2.3% |
| 7D | +9.1% | +4.5% | +4.6% | +8.0% |
| 30D | +0.9% | -4.4% | +5.3% | +1.6% |
| 3M | -13.4% | -30.5% | +17.1% | -9.4% |
| 6M | +11.7% | +300.9% | -289.2% | -21.9% |
| YTD | +73.2% | +219.9% | -146.7% | +23.1% |
| 1Y | +123.4% | +374.7% | -251.3% | +56.0% |
| All | +123.4% | +384.9% | -261.5% | +56.0% |
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