+168.5%
VRT vs AMDL
+119.6%
+48.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +14.3% | -8.0% | +2.4% |
| 7D | +0.5% | +18.5% | -18.0% | -6.3% |
| 30D | -13.7% | -24.2% | +10.5% | -10.4% |
| 3M | -26.7% | +11.5% | -38.2% | -32.6% |
| 6M | -43.8% | -1.0% | -42.8% | -49.5% |
| YTD | +27.6% | +260.3% | -232.7% | -27.7% |
| 1Y | +15.5% | +178.2% | -162.7% | -30.6% |
| All | +168.5% | +119.6% | +48.9% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling