+6,314.9%
AMD vs VCLT
+102.2%
+6,212.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +11.1% |
| 7D | -11.0% | +0.3% | -11.3% | -11.1% |
| 30D | -30.5% | +3.7% | -34.1% | -31.3% |
| 3M | -8.2% | -1.0% | -7.3% | -8.0% |
| 6M | +6.6% | -3.4% | +9.9% | +7.9% |
| YTD | +109.7% | -2.6% | +112.3% | +111.9% |
| 1Y | +88.9% | -3.3% | +92.2% | +91.3% |
| 3Y | +301.8% | +17.3% | +284.5% | +286.5% |
| 5Y | +229.4% | -17.0% | +246.4% | +223.2% |
| 10Y | +6,745.1% | +18.1% | +6,727.0% | +7,459.5% |
| All | +6,314.9% | +102.2% | +6,212.7% | +12,333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling