-98.9%
AMC vs VCLT
+15.5%
-114.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -1.2% | -0.6% | -0.6% | -0.8% |
| 3M | +42.2% | -2.2% | +44.5% | +43.8% |
| 6M | +118.8% | -2.9% | +121.7% | +122.6% |
| YTD | +64.1% | -2.1% | +66.2% | +66.4% |
| 1Y | -9.5% | -2.6% | -7.0% | -8.0% |
| 3Y | -64.3% | +12.5% | -76.8% | -65.4% |
| 5Y | -99.5% | -15.3% | -84.2% | -99.5% |
| 10Y | -98.9% | +16.6% | -115.6% | -98.9% |
| All | -98.9% | +15.5% | -114.5% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling