+14.6%
AMCR vs VICR
+1,679.8%
-1,665.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.2% | -12.7% | -2.6% |
| 7D | -6.3% | +5.0% | -11.2% | -6.7% |
| 30D | -7.8% | -12.5% | +4.7% | -7.0% |
| 3M | +7.5% | -33.6% | +41.1% | +10.1% |
| 6M | +2.7% | +10.7% | -8.0% | -1.3% |
| YTD | +6.0% | +80.6% | -74.5% | -3.4% |
| 1Y | +7.8% | +288.4% | -280.6% | -10.0% |
| 3Y | +5.8% | +213.8% | -208.0% | -13.3% |
| 5Y | -11.6% | +58.8% | -70.5% | -26.0% |
| All | +14.6% | +1,679.8% | -1,665.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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