-98.8%
AMC vs VICR
+1,016.5%
-1,115.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | +8.4% | +21.9% | -13.5% | +4.8% |
| 30D | +9.2% | -38.4% | +47.5% | +17.2% |
| 3M | +32.0% | -27.2% | +59.2% | +35.8% |
| 6M | +149.3% | -43.7% | +193.0% | +162.4% |
| YTD | +114.1% | +50.3% | +63.8% | +81.7% |
| 1Y | +35.8% | +74.6% | -38.8% | +11.7% |
| 3Y | -58.3% | +351.2% | -409.5% | -74.1% |
| 5Y | -99.2% | +2.5% | -101.7% | -99.4% |
| All | -98.8% | +1,016.5% | -1,115.3% | -99.5% |
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