-98.7%
AMC vs VMC
+146.3%
-245.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +6.9% |
| 7D | +6.6% | +0.3% | +6.3% | +6.8% |
| 30D | +14.1% | +18.6% | -4.5% | +4.2% |
| 3M | +31.3% | +2.0% | +29.2% | +30.1% |
| 6M | +126.7% | +2.6% | +124.1% | +122.6% |
| YTD | +117.9% | +2.3% | +115.7% | +113.7% |
| 1Y | +41.1% | +1.7% | +39.4% | +38.9% |
| 3Y | -61.0% | +41.7% | -102.7% | -68.4% |
| 5Y | -99.1% | +46.6% | -145.8% | -99.3% |
| 10Y | -98.7% | +140.3% | -238.9% | -99.3% |
| All | -98.7% | +146.3% | -245.0% | -99.3% |
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