+8,017.8%
AMD vs VICR
+1,568.0%
+6,449.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +5.1% |
| 7D | +10.0% | +9.8% | +0.2% | +6.7% |
| 30D | +4.6% | -12.6% | +17.2% | +8.8% |
| 3M | +3.1% | -29.7% | +32.8% | +14.0% |
| 6M | +162.8% | +18.8% | +144.0% | +140.4% |
| YTD | +136.2% | +76.4% | +59.8% | +88.6% |
| 1Y | +234.0% | +282.4% | -48.3% | +103.6% |
| 3Y | +376.7% | +206.2% | +170.5% | +181.6% |
| 5Y | +376.3% | +53.9% | +322.4% | +212.4% |
| 10Y | +8,017.8% | +1,572.3% | +6,445.5% | +2,524.4% |
| All | +8,017.8% | +1,568.0% | +6,449.8% | +2,524.4% |
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