+56.0%
VWO vs AMDL
+117.8%
-61.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -1.3% |
| 7D | +0.9% | +19.9% | -19.0% | -0.6% |
| 30D | +1.3% | +6.3% | -5.0% | +0.5% |
| 3M | +5.1% | -9.9% | +15.0% | +4.0% |
| 6M | +12.5% | +394.3% | -381.8% | -4.2% |
| YTD | +14.0% | +257.3% | -243.3% | -1.9% |
| 1Y | +19.7% | +508.5% | -488.8% | -3.4% |
| All | +56.0% | +117.8% | -61.8% | +23.1% |
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