+8,520.0%
AMD vs VICR
+1,016.5%
+7,503.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.9% | +6.5% |
| 7D | +44.7% | +21.9% | +22.8% | +35.9% |
| 30D | -3.3% | -38.4% | +35.0% | +13.1% |
| 3M | +21.2% | -27.2% | +48.4% | +31.6% |
| 6M | +30.6% | -43.7% | +74.3% | +51.5% |
| YTD | +173.3% | +50.3% | +123.0% | +126.0% |
| 1Y | +126.1% | +74.6% | +51.5% | +78.2% |
| 3Y | +393.5% | +351.2% | +42.3% | +155.7% |
| 5Y | +295.8% | +2.5% | +293.3% | +193.1% |
| All | +8,520.0% | +1,016.5% | +7,503.5% | +2,937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling