-97.7%
AMC vs VFC
-48.1%
-49.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.6% | +11.2% | -8.6% | -1.0% |
| 30D | +9.0% | +41.5% | -32.5% | -3.6% |
| 3M | +22.2% | +38.9% | -16.8% | +8.7% |
| 6M | +91.5% | +6.1% | +85.3% | +84.5% |
| YTD | +101.3% | +14.5% | +86.7% | +86.8% |
| 1Y | +20.8% | +46.0% | -25.2% | +1.9% |
| 3Y | -71.3% | +36.4% | -107.7% | -79.1% |
| 5Y | -99.2% | -67.5% | -31.7% | -99.0% |
| 10Y | -98.7% | -45.8% | -52.9% | -98.7% |
| All | -97.7% | -48.1% | -49.6% | -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