+199.0%
AMD vs VFC
-67.4%
+266.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | -11.0% | +11.2% | -22.2% | -13.6% |
| 30D | -30.5% | +41.5% | -72.0% | -37.2% |
| 3M | -8.2% | +38.9% | -47.2% | -16.8% |
| 6M | +6.6% | +6.1% | +0.4% | +3.3% |
| YTD | +109.7% | +14.5% | +95.1% | +98.2% |
| 1Y | +88.9% | +46.0% | +43.0% | +66.2% |
| 3Y | +301.8% | +36.4% | +265.4% | +215.5% |
| All | +199.0% | -67.4% | +266.5% | +513.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling