+103.8%
VST vs AMDL
+47.6%
+56.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +22.3% | -11.7% | +6.1% |
| 7D | -9.8% | -26.2% | +16.4% | -6.0% |
| 30D | -25.1% | -57.1% | +31.9% | -14.1% |
| 3M | -11.6% | -29.8% | +18.3% | -9.0% |
| 6M | -20.9% | -22.2% | +1.3% | -25.3% |
| YTD | -22.3% | +142.1% | -164.4% | -47.7% |
| 1Y | -32.0% | +85.8% | -117.8% | -52.0% |
| All | +103.8% | +47.6% | +56.2% | +20.5% |
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