+96.6%
AMCR vs VICR
+2,647.7%
-2,551.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -8.0% | -15.6% | +7.6% | -7.1% |
| 3M | +14.3% | -35.4% | +49.6% | +16.6% |
| 6M | +5.3% | +1.3% | +4.1% | +2.9% |
| YTD | +7.7% | +62.5% | -54.7% | +1.1% |
| 1Y | +10.8% | +255.5% | -244.6% | -2.7% |
| 3Y | +9.6% | +182.0% | -172.4% | -5.0% |
| 5Y | -10.2% | +42.9% | -53.1% | -21.4% |
| 10Y | +16.5% | +1,494.0% | -1,477.5% | -4.2% |
| All | +96.6% | +2,647.7% | -2,551.1% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling