-98.7%
AMC vs VSH
+117.5%
-216.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.2% |
| 7D | +5.5% | -1.6% | +7.1% | +5.9% |
| 30D | +16.1% | -21.3% | +37.4% | +25.4% |
| 3M | +43.0% | -18.9% | +61.9% | +50.7% |
| 6M | +130.7% | -21.4% | +152.1% | +129.9% |
| YTD | +121.8% | +86.8% | +34.9% | +47.3% |
| 1Y | +40.7% | +85.8% | -45.1% | -6.5% |
| 3Y | -56.8% | +30.1% | -86.9% | -68.1% |
| 5Y | -99.1% | +42.8% | -141.9% | -99.4% |
| 10Y | -98.7% | +121.2% | -219.9% | -99.3% |
| All | -98.7% | +117.5% | -216.2% | -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