+6,370.3%
AMD vs VICR
+1,056.5%
+5,313.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.7% | +2.3% | +8.1% |
| 7D | -11.0% | -23.1% | +12.1% | -2.7% |
| 30D | -30.5% | -48.1% | +17.6% | -14.1% |
| 3M | -8.2% | -32.8% | +24.6% | +2.2% |
| 6M | +6.6% | -47.6% | +54.2% | +25.3% |
| YTD | +109.7% | +34.0% | +75.7% | +80.0% |
| 1Y | +88.9% | +65.0% | +23.9% | +51.9% |
| 3Y | +301.8% | +277.1% | +24.7% | +121.0% |
| 5Y | +229.4% | -5.3% | +234.6% | +150.3% |
| All | +6,370.3% | +1,056.5% | +5,313.8% | +2,351.8% |
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