+5.2%
AMCR vs VICR
+14.5%
-9.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.5% |
| 7D | -6.3% | +1.3% | -7.5% | -6.3% |
| 30D | -7.1% | -11.9% | +4.8% | -6.8% |
| 3M | +12.7% | -35.1% | +47.8% | +13.8% |
| 6M | +5.2% | +8.1% | -3.0% | -9.5% |
| All | +5.2% | +14.5% | -9.3% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling