+295.8%
AMD vs VCLT
-17.0%
+312.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +7.0% |
| 7D | +44.7% | -1.9% | +46.6% | +47.2% |
| 30D | -3.3% | +1.4% | -4.8% | -4.9% |
| 3M | +21.2% | -1.8% | +23.0% | +22.9% |
| 6M | +30.6% | -3.9% | +34.5% | +35.5% |
| YTD | +173.3% | -3.9% | +177.2% | +184.4% |
| 1Y | +126.1% | -4.7% | +130.8% | +137.0% |
| 3Y | +393.5% | +14.1% | +379.5% | +336.3% |
| 5Y | +295.8% | -16.6% | +312.4% | +303.6% |
| All | +295.8% | -17.0% | +312.7% | +303.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling