-99.2%
AMC vs VMC
+42.8%
-142.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | +3.5% | -1.3% | +4.8% | +4.7% |
| 30D | +12.5% | +15.5% | -3.0% | +0.5% |
| 3M | +23.6% | +0.6% | +23.0% | +23.5% |
| 6M | +144.4% | +2.1% | +142.3% | +137.1% |
| YTD | +108.3% | -1.6% | +109.9% | +105.7% |
| 1Y | +38.9% | -1.2% | +40.1% | +36.7% |
| 3Y | -58.9% | +35.3% | -94.2% | -72.3% |
| All | -99.2% | +42.8% | -142.1% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling