+58.8%
VXUS vs AMDL
+95.0%
-36.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -0.2% |
| 7D | +1.0% | +4.5% | -3.5% | +0.6% |
| 30D | +2.2% | -4.4% | +6.6% | +2.3% |
| 3M | +3.0% | -30.5% | +33.5% | +3.7% |
| 6M | +10.7% | +300.9% | -290.2% | -3.2% |
| YTD | +17.8% | +219.9% | -202.1% | +3.4% |
| 1Y | +27.6% | +374.7% | -347.1% | +6.4% |
| All | +58.8% | +95.0% | -36.2% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling