-97.7%
AMC vs VMC
+453.1%
-550.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.7% |
| 30D | +9.0% | +15.8% | -6.8% | +1.4% |
| 3M | +22.2% | +0.6% | +21.6% | +22.1% |
| 6M | +91.5% | -4.0% | +95.5% | +95.0% |
| YTD | +101.3% | -0.3% | +101.6% | +100.3% |
| 1Y | +20.8% | -0.5% | +21.3% | +20.4% |
| 3Y | -71.3% | +39.6% | -110.9% | -76.2% |
| 5Y | -99.2% | +50.1% | -149.3% | -99.4% |
| 10Y | -98.7% | +163.9% | -262.6% | -99.2% |
| All | -97.7% | +453.1% | -550.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling