-98.2%
AMC vs VICR
+1,534.3%
-1,632.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.2% | -6.9% | +2.3% |
| 7D | -7.2% | +5.0% | -12.1% | -8.0% |
| 30D | -2.8% | -12.5% | +9.7% | -1.0% |
| 3M | +7.9% | -33.6% | +41.5% | +13.7% |
| 6M | +119.6% | +10.7% | +109.0% | +105.3% |
| YTD | +57.7% | +80.6% | -22.9% | +32.2% |
| 1Y | -12.1% | +288.4% | -300.5% | -38.1% |
| 3Y | -66.5% | +213.8% | -280.3% | -77.2% |
| 5Y | -99.5% | +58.8% | -158.4% | -99.6% |
| 10Y | -99.0% | +1,671.8% | -1,770.8% | -99.6% |
| All | -98.2% | +1,534.3% | -1,632.5% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling