-58.9%
AMC vs VCLT
+14.4%
-73.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +3.5% | -2.3% | +5.8% | +6.8% |
| 30D | +12.5% | +0.8% | +11.7% | +11.3% |
| 3M | +23.6% | -2.7% | +26.2% | +28.6% |
| 6M | +144.4% | -4.3% | +148.7% | +161.0% |
| YTD | +108.3% | -4.3% | +112.7% | +123.9% |
| 1Y | +38.9% | -4.4% | +43.3% | +49.4% |
| 3Y | -58.9% | +13.8% | -72.6% | -60.6% |
| All | -58.9% | +14.4% | -73.3% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling