-98.9%
AMC vs VFC
-68.0%
-30.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +3.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.9% |
| 30D | -0.7% | -11.6% | +10.9% | +3.7% |
| 3M | +35.2% | -18.1% | +53.3% | +43.2% |
| 6M | +124.6% | -27.4% | +151.9% | +147.3% |
| YTD | +69.9% | -24.8% | +94.7% | +83.0% |
| 1Y | -2.6% | -8.2% | +5.6% | -4.4% |
| 3Y | -79.8% | -29.1% | -50.7% | -81.5% |
| 5Y | -99.4% | -79.2% | -20.2% | -99.0% |
| All | -98.9% | -68.0% | -30.9% | -98.6% |
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