-98.7%
AMC vs VSH
+95.6%
-194.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | -0.1% |
| 7D | +2.6% | -12.9% | +15.6% | +7.7% |
| 30D | +9.0% | -36.9% | +45.9% | +27.6% |
| 3M | +22.2% | -28.8% | +50.9% | +35.0% |
| 6M | +91.5% | -30.3% | +121.8% | +99.1% |
| YTD | +101.3% | +62.4% | +38.9% | +40.8% |
| 1Y | +20.8% | +62.5% | -41.8% | -15.7% |
| 3Y | -71.3% | +7.4% | -78.7% | -77.1% |
| 5Y | -99.2% | +25.4% | -124.7% | -99.4% |
| All | -98.7% | +95.6% | -194.3% | -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