-99.0%
AMC vs VNQ
+64.0%
-163.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.5% |
| 7D | -7.2% | -1.3% | -5.9% | -5.9% |
| 30D | -2.8% | -2.6% | -0.2% | -0.1% |
| 3M | +7.9% | -2.0% | +9.9% | +9.4% |
| 6M | +119.6% | +4.3% | +115.3% | +109.8% |
| YTD | +57.7% | +9.2% | +48.5% | +43.3% |
| 1Y | -12.1% | +5.6% | -17.8% | -17.6% |
| 3Y | -66.5% | +30.8% | -97.3% | -75.4% |
| 5Y | -99.5% | +8.0% | -107.5% | -99.5% |
| All | -99.0% | +64.0% | -163.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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