+7,765.4%
AMD vs VFC
-48.6%
+7,814.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -12.0% | -9.7% |
| 7D | +18.9% | +1.6% | +17.3% | +18.2% |
| 30D | -6.4% | +25.5% | -31.9% | -13.0% |
| 3M | +10.6% | +41.3% | -30.7% | -1.3% |
| 6M | +19.9% | +22.2% | -2.3% | +10.8% |
| YTD | +149.4% | +16.4% | +133.0% | +132.9% |
| 1Y | +115.4% | +38.4% | +77.0% | +89.5% |
| 3Y | +357.3% | +56.2% | +301.1% | +235.0% |
| 5Y | +261.1% | -68.2% | +329.3% | +395.0% |
| All | +7,765.4% | -48.6% | +7,814.0% | +10,762.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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