-89.4%
AMDD price history and return analytics
+32.1%
-121.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.6% | -16.1% | -6.4% |
| 7D | -13.8% | +0.4% | -14.2% | -10.9% |
| 30D | +8.5% | -2.6% | +11.1% | +4.9% |
| 3M | -16.6% | -3.2% | -13.4% | -20.1% |
| 6M | -31.3% | +0.9% | -32.2% | -23.0% |
| YTD | -73.1% | +11.3% | -84.4% | -60.9% |
| 1Y | -71.5% | +14.0% | -85.5% | -55.9% |
| All | -89.4% | +32.1% | -121.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling