+44.1%
VWO vs AMDL
+145.7%
-101.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.3% | -2.3% |
| 7D | +4.0% | +103.5% | -99.5% | -2.1% |
| 30D | -5.4% | -18.3% | +12.9% | -5.6% |
| 3M | -6.4% | +20.1% | -26.5% | -9.9% |
| 6M | -4.7% | +15.9% | -20.6% | -9.9% |
| YTD | +5.3% | +303.0% | -297.7% | -12.1% |
| 1Y | +4.3% | +164.0% | -159.7% | -10.4% |
| All | +44.1% | +145.7% | -101.6% | +10.3% |
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 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