+31.7%
VSH vs AMDL
+92.1%
-60.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.7% |
| 7D | -1.6% | +5.4% | -7.0% | -4.9% |
| 30D | -21.3% | -36.6% | +15.3% | -13.3% |
| 3M | -18.9% | -1.0% | -17.9% | -21.7% |
| 6M | -21.4% | -12.1% | -9.3% | -23.1% |
| YTD | +86.8% | +215.1% | -128.3% | +28.2% |
| 1Y | +85.8% | +130.4% | -44.6% | +35.0% |
| All | +31.7% | +92.1% | -60.3% | -30.0% |
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 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