+84.3%
VST vs AMDL
+20.7%
+63.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -34.9% | +28.7% | +0.7% |
| 7D | -19.9% | -52.7% | +32.8% | -9.2% |
| 30D | -29.7% | -65.3% | +35.6% | -15.7% |
| 3M | -19.6% | -40.8% | +21.3% | -14.3% |
| 6M | -29.4% | -12.9% | -16.5% | -35.9% |
| YTD | -29.7% | +98.0% | -127.7% | -50.7% |
| 1Y | -40.0% | +30.1% | -70.2% | -54.3% |
| All | +84.3% | +20.7% | +63.6% | +13.6% |
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