+46.4%
VUG vs AMDL
+47.6%
-1.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +22.3% | -21.4% | -1.5% |
| 7D | -3.4% | -26.2% | +22.8% | -1.3% |
| 30D | -11.1% | -57.1% | +46.0% | -4.5% |
| 3M | -7.2% | -29.8% | +22.6% | -6.1% |
| 6M | -4.1% | -22.2% | +18.1% | -7.3% |
| YTD | +1.4% | +142.1% | -140.7% | -17.8% |
| 1Y | +1.9% | +85.8% | -83.9% | -15.3% |
| All | +46.4% | +47.6% | -1.2% | +3.4% |
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