-97.6%
AMC vs VNQ
+149.8%
-247.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.5% | +0.8% | +2.7% | +2.8% |
| 30D | +12.5% | +6.8% | +5.7% | +5.9% |
| 3M | +23.6% | -1.3% | +24.9% | +25.8% |
| 6M | +144.4% | +2.4% | +142.0% | +138.3% |
| YTD | +108.3% | +12.1% | +96.2% | +86.7% |
| 1Y | +38.9% | +12.0% | +26.9% | +24.7% |
| 3Y | -58.9% | +44.8% | -103.6% | -72.1% |
| 5Y | -99.2% | +6.9% | -106.0% | -99.2% |
| 10Y | -98.8% | +82.9% | -181.7% | -99.2% |
| All | -97.6% | +149.8% | -247.4% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling