-98.8%
AMC vs VFC
-48.6%
-50.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.9% |
| 7D | +3.5% | +1.6% | +1.9% | +2.9% |
| 30D | +12.5% | +25.5% | -13.0% | +3.9% |
| 3M | +23.6% | +41.3% | -17.7% | +9.3% |
| 6M | +144.4% | +22.2% | +122.1% | +123.3% |
| YTD | +108.3% | +16.4% | +91.9% | +92.1% |
| 1Y | +38.9% | +38.4% | +0.5% | +19.5% |
| 3Y | -58.9% | +56.2% | -115.1% | -72.0% |
| 5Y | -99.2% | -68.2% | -31.0% | -98.9% |
| All | -98.8% | -48.6% | -50.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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