-98.7%
AMC vs VO
+197.4%
-296.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.5% | -0.2% | +5.7% | +6.5% |
| 30D | +16.1% | +0.5% | +15.6% | +16.4% |
| 3M | +43.0% | -1.1% | +44.1% | +46.4% |
| 6M | +130.7% | +6.4% | +124.3% | +113.9% |
| YTD | +121.8% | +13.5% | +108.2% | +89.9% |
| 1Y | +40.7% | +13.6% | +27.1% | +20.7% |
| 3Y | -56.8% | +65.2% | -122.0% | -77.9% |
| 5Y | -99.1% | +37.7% | -136.8% | -99.4% |
| 10Y | -98.7% | +198.4% | -297.1% | -99.6% |
| All | -98.7% | +197.4% | -296.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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