+36.7%
VSH vs AMDL
+145.7%
-109.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +11.9% | -16.5% | -8.0% |
| 7D | +26.2% | +103.5% | -77.3% | +2.1% |
| 30D | -12.5% | -18.3% | +5.8% | -10.7% |
| 3M | -16.9% | +20.1% | -37.0% | -24.5% |
| 6M | -17.0% | +15.9% | -32.9% | -25.0% |
| YTD | +93.8% | +303.0% | -209.2% | +23.5% |
| 1Y | +99.3% | +164.0% | -64.6% | +38.5% |
| All | +36.7% | +145.7% | -109.0% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling