+40.2%
AMC vs VMC
+3.7%
+36.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +4.6% |
| 7D | +17.7% | +12.3% | +5.4% | +10.1% |
| 30D | +26.2% | +21.2% | +4.9% | +12.9% |
| 3M | +31.3% | +4.6% | +26.7% | +26.9% |
| 6M | +142.8% | +3.9% | +138.9% | +132.1% |
| YTD | +125.6% | +5.0% | +120.7% | +98.0% |
| 1Y | +40.2% | +2.6% | +37.6% | +25.8% |
| All | +40.2% | +3.7% | +36.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling