-98.9%
AMC vs VMC
+153.4%
-252.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +2.3% | -4.3% | +6.6% | +4.8% |
| 30D | -0.7% | -8.2% | +7.5% | +3.8% |
| 3M | +35.2% | -7.0% | +42.2% | +39.6% |
| 6M | +124.6% | -10.8% | +135.3% | +137.3% |
| YTD | +69.9% | -7.4% | +77.3% | +75.1% |
| 1Y | -2.6% | -9.5% | +6.9% | +1.6% |
| 3Y | -79.8% | +20.5% | -100.2% | -82.2% |
| 5Y | -99.4% | +51.6% | -151.0% | -99.5% |
| All | -98.9% | +153.4% | -252.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling