+11,477.5%
AMD vs VFC
+845.1%
+10,632.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.8% |
| 7D | +2.6% | -1.6% | +4.2% | +3.2% |
| 30D | -0.9% | -11.6% | +10.7% | +3.6% |
| 3M | -8.7% | -18.1% | +9.4% | -2.9% |
| 6M | +136.3% | -27.4% | +163.7% | +162.5% |
| YTD | +123.0% | -24.8% | +147.8% | +143.1% |
| 1Y | +195.2% | -8.2% | +203.4% | +191.8% |
| 3Y | +336.3% | -29.1% | +365.4% | +298.8% |
| 5Y | +334.5% | -79.2% | +413.6% | +562.5% |
| 10Y | +6,259.1% | -68.1% | +6,327.2% | +7,307.2% |
| All | +11,477.5% | +845.1% | +10,632.3% | +4,139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling