+357.3%
AMD vs VFC
+50.0%
+307.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -12.0% | -9.5% |
| 7D | +18.9% | +1.6% | +17.3% | +18.4% |
| 30D | -6.4% | +25.5% | -31.9% | -11.4% |
| 3M | +10.6% | +41.3% | -30.7% | +1.6% |
| 6M | +19.9% | +22.2% | -2.3% | +13.1% |
| YTD | +149.4% | +16.4% | +133.0% | +137.5% |
| 1Y | +115.4% | +38.4% | +77.0% | +96.7% |
| 3Y | +357.3% | +56.2% | +301.1% | +300.2% |
| All | +357.3% | +50.0% | +307.3% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling