-20.9%
VST vs AMDL
+384.9%
-405.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +2.4% |
| 7D | +8.9% | +4.5% | +4.4% | +8.3% |
| 30D | +6.2% | -4.4% | +10.6% | +6.5% |
| 3M | -2.7% | -30.5% | +27.8% | -1.5% |
| 6M | -8.4% | +300.9% | -309.2% | -28.0% |
| YTD | -7.2% | +219.9% | -227.1% | -26.2% |
| 1Y | -20.9% | +374.7% | -395.6% | -37.2% |
| All | -20.9% | +384.9% | -405.8% | -37.2% |
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