-98.9%
AMC vs VICR
+1,591.3%
-1,690.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.8% |
| 7D | -0.8% | +9.8% | -10.6% | -2.4% |
| 30D | -1.2% | -12.6% | +11.4% | +0.7% |
| 3M | +42.2% | -29.7% | +71.9% | +48.3% |
| 6M | +118.8% | +18.8% | +100.0% | +101.9% |
| YTD | +64.1% | +76.4% | -12.3% | +38.3% |
| 1Y | -9.5% | +282.4% | -291.9% | -36.0% |
| 3Y | -64.3% | +206.2% | -270.5% | -75.6% |
| 5Y | -99.5% | +53.9% | -153.4% | -99.6% |
| All | -98.9% | +1,591.3% | -1,690.2% | -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 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