-25.0%
VST vs AMDL
+29.5%
-54.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.5% | -14.1% |
| 7D | -15.7% | -30.7% | +15.0% | -11.8% |
| 30D | -17.0% | -43.8% | +26.8% | -11.1% |
| 3M | -15.9% | -24.5% | +8.6% | -13.9% |
| 6M | -25.0% | +44.7% | -69.7% | -29.6% |
| All | -25.0% | +29.5% | -54.5% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling