-98.7%
AMC vs VFC
-47.4%
-51.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.8% | -1.4% | -1.5% | -2.2% |
| 30D | +14.0% | +30.7% | -16.7% | +3.7% |
| 3M | +42.5% | +40.6% | +1.9% | +26.2% |
| 6M | +142.6% | +16.5% | +126.1% | +125.8% |
| YTD | +119.2% | +16.2% | +103.1% | +102.4% |
| 1Y | +40.7% | +42.4% | -1.7% | +19.9% |
| 3Y | -57.3% | +48.1% | -105.4% | -70.2% |
| 5Y | -99.1% | -67.8% | -31.3% | -98.8% |
| 10Y | -98.7% | -48.5% | -50.3% | -98.6% |
| All | -98.7% | -47.4% | -51.3% | -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