-56.7%
AMC vs VMC
+37.8%
-94.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.6% |
| 7D | -2.8% | -4.3% | +1.5% | -0.1% |
| 30D | +14.0% | +16.2% | -2.2% | +5.5% |
| 3M | +42.5% | -0.8% | +43.3% | +43.2% |
| 6M | +142.6% | +1.2% | +141.4% | +138.9% |
| YTD | +119.2% | +0.5% | +118.8% | +115.0% |
| 1Y | +40.7% | -2.9% | +43.6% | +40.7% |
| All | -56.7% | +37.8% | -94.5% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling