+301.8%
AMD vs VFC
+39.5%
+262.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | -11.0% | +11.2% | -22.2% | -13.1% |
| 30D | -30.5% | +41.5% | -72.0% | -36.0% |
| 3M | -8.2% | +38.9% | -47.2% | -15.3% |
| 6M | +6.6% | +6.1% | +0.4% | +4.0% |
| YTD | +109.7% | +14.5% | +95.1% | +100.6% |
| 1Y | +88.9% | +46.0% | +43.0% | +70.8% |
| 3Y | +301.8% | +36.4% | +265.4% | +247.9% |
| All | +301.8% | +39.5% | +262.3% | +247.9% |
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