-98.7%
AMC vs VMC
+136.9%
-235.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +5.5% | +1.1% | +4.3% | +5.3% |
| 30D | +16.1% | +17.7% | -1.6% | +6.5% |
| 3M | +43.0% | +1.1% | +41.9% | +42.5% |
| 6M | +130.7% | +1.8% | +128.8% | +127.5% |
| YTD | +121.8% | +1.5% | +120.3% | +118.3% |
| 1Y | +40.7% | -1.1% | +41.8% | +40.6% |
| 3Y | -56.8% | +38.8% | -95.6% | -64.7% |
| 5Y | -99.1% | +49.6% | -148.6% | -99.3% |
| 10Y | -98.7% | +130.6% | -229.3% | -99.2% |
| All | -98.7% | +136.9% | -235.5% | -99.2% |
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