-98.7%
AMC vs VICR
+1,054.9%
-1,153.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | +5.5% | -9.7% | +15.2% | +7.1% |
| 30D | +16.1% | -39.2% | +55.3% | +25.0% |
| 3M | +43.0% | -22.6% | +65.5% | +45.5% |
| 6M | +130.7% | -37.0% | +167.6% | +136.4% |
| YTD | +121.8% | +47.5% | +74.3% | +88.9% |
| 1Y | +40.7% | +75.0% | -34.3% | +15.6% |
| 3Y | -56.8% | +343.0% | -399.8% | -73.1% |
| 5Y | -99.1% | +3.9% | -103.0% | -99.3% |
| 10Y | -98.7% | +1,034.6% | -1,133.3% | -99.4% |
| All | -98.7% | +1,054.9% | -1,153.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling