-98.1%
AMC vs VCLT
+50.6%
-148.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -0.7% | -0.9% | +0.1% | -0.4% |
| 3M | +35.2% | -3.2% | +38.4% | +36.9% |
| 6M | +124.6% | -3.8% | +128.4% | +128.4% |
| YTD | +69.9% | -2.0% | +71.9% | +71.7% |
| 1Y | -2.6% | -0.8% | -1.8% | -1.8% |
| 3Y | -79.8% | +12.3% | -92.1% | -80.2% |
| 5Y | -99.4% | -15.4% | -84.0% | -99.4% |
| 10Y | -98.9% | +15.7% | -114.6% | -98.8% |
| All | -98.1% | +50.6% | -148.6% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling