-97.7%
AMC vs VFC
-48.2%
-49.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -11.4% |
| 7D | 0.0% | +10.9% | -10.9% | -3.4% |
| 30D | +4.4% | +40.6% | -36.2% | -7.5% |
| 3M | +15.4% | +34.4% | -19.1% | +3.9% |
| 6M | +93.7% | +12.3% | +81.4% | +82.8% |
| YTD | +97.4% | +14.4% | +83.1% | +83.3% |
| 1Y | +23.2% | +40.6% | -17.4% | +5.3% |
| 3Y | -71.3% | +40.1% | -111.4% | -79.3% |
| 5Y | -99.3% | -67.6% | -31.7% | -99.0% |
| 10Y | -98.7% | -45.9% | -52.8% | -98.7% |
| All | -97.7% | -48.2% | -49.5% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling