-97.7%
AMC vs VO
+261.9%
-359.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.1% |
| 7D | +2.6% | -2.6% | +5.2% | +6.7% |
| 30D | +9.0% | -0.9% | +10.0% | +11.2% |
| 3M | +22.2% | -3.0% | +25.2% | +28.0% |
| 6M | +91.5% | +2.2% | +89.3% | +87.7% |
| YTD | +101.3% | +10.6% | +90.7% | +79.5% |
| 1Y | +20.8% | +12.5% | +8.3% | +5.5% |
| 3Y | -71.3% | +61.4% | -132.7% | -84.4% |
| 5Y | -99.2% | +33.4% | -132.7% | -99.4% |
| 10Y | -98.7% | +201.5% | -300.3% | -99.6% |
| All | -97.7% | +261.9% | -359.6% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling