+53.5%
VTV vs AMDL
+102.5%
-49.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.6% | +17.8% | +0.9% |
| 7D | +2.9% | +37.2% | -34.3% | +1.4% |
| 30D | +3.8% | -24.0% | +27.8% | +3.9% |
| 3M | +1.6% | -1.0% | +2.6% | +0.2% |
| 6M | +11.2% | -3.2% | +14.4% | +8.2% |
| YTD | +22.0% | +232.2% | -210.2% | +9.8% |
| 1Y | +24.9% | +137.7% | -112.9% | +14.1% |
| All | +53.5% | +102.5% | -49.0% | +27.5% |
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 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