+8,164.6%
AMD vs VCLT
+21.9%
+8,142.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.1% |
| 7D | +13.1% | -0.6% | +13.7% | +13.6% |
| 30D | -7.0% | +2.8% | -9.7% | -9.0% |
| 3M | +16.6% | -0.4% | +16.9% | +16.7% |
| 6M | +20.5% | -3.1% | +23.6% | +23.6% |
| YTD | +158.2% | -2.7% | +160.8% | +164.5% |
| 1Y | +132.8% | -3.7% | +136.4% | +140.4% |
| 3Y | +366.2% | +15.6% | +350.7% | +318.9% |
| 5Y | +278.7% | -15.8% | +294.4% | +314.1% |
| 10Y | +8,164.6% | +23.0% | +8,141.6% | +9,103.5% |
| All | +8,164.6% | +21.9% | +8,142.7% | +9,103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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