-98.1%
AMC vs VSH
+211.3%
-309.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.7% |
| 7D | +2.3% | +4.1% | -1.7% | +0.8% |
| 30D | -0.7% | -4.2% | +3.4% | +0.3% |
| 3M | +35.2% | -50.0% | +85.2% | +70.3% |
| 6M | +124.6% | +80.2% | +44.4% | +59.2% |
| YTD | +69.9% | +121.1% | -51.2% | +8.5% |
| 1Y | -2.6% | +112.0% | -114.6% | -37.5% |
| 3Y | -79.8% | +22.5% | -102.3% | -84.0% |
| 5Y | -99.4% | +64.0% | -163.4% | -99.6% |
| 10Y | -98.9% | +170.4% | -269.3% | -99.4% |
| All | -98.1% | +211.3% | -309.4% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling