-99.0%
AMC vs VICR
+1,508.7%
-1,607.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.9% | +1.0% | -3.1% |
| 7D | -6.8% | +1.3% | -8.1% | -7.0% |
| 30D | +1.7% | -11.9% | +13.6% | +3.4% |
| 3M | +26.8% | -35.1% | +61.9% | +34.1% |
| 6M | +117.7% | +8.1% | +109.6% | +104.4% |
| YTD | +57.7% | +67.8% | -10.1% | +34.1% |
| 1Y | -12.5% | +267.3% | -279.8% | -37.7% |
| 3Y | -65.7% | +191.2% | -256.9% | -76.4% |
| 5Y | -99.5% | +48.1% | -147.6% | -99.6% |
| 10Y | -99.0% | +1,546.1% | -1,645.1% | -99.6% |
| All | -99.0% | +1,508.7% | -1,607.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VICR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling