-98.7%
AMC vs VSH
+128.2%
-226.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.4% | -5.2% | +3.3% |
| 7D | +6.6% | +3.5% | +3.1% | +5.1% |
| 30D | +14.1% | -22.4% | +36.5% | +23.9% |
| 3M | +31.3% | -25.2% | +56.5% | +42.7% |
| 6M | +126.7% | -22.5% | +149.2% | +127.1% |
| YTD | +117.9% | +84.2% | +33.8% | +45.5% |
| 1Y | +41.1% | +87.1% | -46.0% | -6.6% |
| 3Y | -61.0% | +31.7% | -92.6% | -71.4% |
| 5Y | -99.1% | +42.6% | -141.7% | -99.4% |
| 10Y | -98.7% | +116.6% | -215.3% | -99.3% |
| All | -98.7% | +128.2% | -226.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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