+301.8%
AMD vs VCLT
+16.8%
+285.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | -11.0% | +0.3% | -11.3% | -11.2% |
| 30D | -30.5% | +3.7% | -34.1% | -32.9% |
| 3M | -8.2% | -1.0% | -7.3% | -7.4% |
| 6M | +6.6% | -3.4% | +9.9% | +10.3% |
| YTD | +109.7% | -2.6% | +112.3% | +116.0% |
| 1Y | +88.9% | -3.3% | +92.2% | +95.6% |
| 3Y | +301.8% | +17.3% | +284.5% | +239.5% |
| All | +301.8% | +16.8% | +285.0% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling