-99.2%
AMC vs VSH
+46.9%
-146.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.7% |
| 7D | +8.4% | +26.2% | -17.8% | -0.6% |
| 30D | +9.2% | -12.5% | +21.7% | +13.2% |
| 3M | +32.0% | -16.9% | +48.9% | +37.4% |
| 6M | +149.3% | -17.0% | +166.2% | +139.3% |
| YTD | +114.1% | +93.8% | +20.3% | +31.0% |
| 1Y | +35.8% | +99.3% | -63.6% | -18.3% |
| 3Y | -58.3% | +35.0% | -93.3% | -69.7% |
| 5Y | -99.2% | +45.8% | -145.0% | -99.5% |
| All | -99.2% | +46.9% | -146.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling