+9,703.6%
AMD vs VFC
+1,337.9%
+8,365.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -16.2% |
| 7D | -28.6% | +10.9% | -39.5% | -31.4% |
| 30D | -37.7% | +40.6% | -78.4% | -45.6% |
| 3M | -16.1% | +34.4% | -50.6% | -25.6% |
| 6M | +13.8% | +12.3% | +1.5% | +6.8% |
| YTD | +88.8% | +14.4% | +74.5% | +74.4% |
| 1Y | +57.8% | +40.6% | +17.2% | +33.8% |
| 3Y | +260.3% | +40.1% | +220.1% | +158.4% |
| 5Y | +196.6% | -67.6% | +264.2% | +281.4% |
| 10Y | +6,064.6% | -45.9% | +6,110.6% | +5,707.3% |
| All | +9,703.6% | +1,337.9% | +8,365.8% | +2,941.8% |
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