+129.0%
VTR vs AMDL
+119.6%
+9.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.3% | -14.2% | +0.3% |
| 7D | +1.4% | +18.5% | -17.1% | +1.8% |
| 30D | +8.2% | -24.2% | +32.5% | +8.2% |
| 3M | +4.6% | +11.5% | -6.9% | +5.0% |
| 6M | +4.3% | -1.0% | +5.3% | +4.6% |
| YTD | +19.0% | +260.3% | -241.3% | +17.7% |
| 1Y | +21.6% | +178.2% | -156.5% | +20.5% |
| All | +129.0% | +119.6% | +9.4% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling