+143.4%
VST vs AMDL
+95.0%
+48.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +1.7% |
| 7D | +8.9% | +4.5% | +4.4% | +7.9% |
| 30D | +6.2% | -4.4% | +10.6% | +6.6% |
| 3M | -2.7% | -30.5% | +27.8% | -0.9% |
| 6M | -8.4% | +300.9% | -309.2% | -40.4% |
| YTD | -7.2% | +219.9% | -227.1% | -38.7% |
| 1Y | -20.9% | +374.7% | -395.6% | -56.3% |
| All | +143.4% | +95.0% | +48.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling