-99.3%
AMC vs VCLT
-16.9%
-82.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | +9.0% | +3.7% | +5.4% | +4.9% |
| 3M | +22.2% | -1.0% | +23.1% | +23.7% |
| 6M | +91.5% | -3.4% | +94.8% | +99.3% |
| YTD | +101.3% | -2.6% | +103.9% | +108.8% |
| 1Y | +20.8% | -3.3% | +24.0% | +26.2% |
| 3Y | -71.3% | +17.3% | -88.7% | -74.8% |
| All | -99.3% | -16.9% | -82.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling