-99.1%
AMC vs VFC
-67.9%
-31.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | +42.5% | +40.6% | +1.9% | +26.1% |
| 6M | +142.6% | +16.5% | +126.1% | +125.5% |
| YTD | +119.2% | +16.2% | +103.1% | +102.1% |
| 1Y | +40.7% | +42.4% | -1.7% | +19.5% |
| 3Y | -57.3% | +48.1% | -105.4% | -71.9% |
| 5Y | -99.1% | -67.8% | -31.3% | -97.7% |
| All | -99.1% | -67.9% | -31.2% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling