+357.3%
AMD vs VICR
+336.6%
+20.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.4% | -5.3% | -7.6% |
| 7D | +18.9% | +8.3% | +10.6% | +16.0% |
| 30D | -6.4% | -35.2% | +28.7% | +7.7% |
| 3M | +10.6% | -29.8% | +40.4% | +21.7% |
| 6M | +19.9% | -48.6% | +68.5% | +43.0% |
| YTD | +149.4% | +45.1% | +104.3% | +117.3% |
| 1Y | +115.4% | +79.6% | +35.8% | +77.0% |
| 3Y | +357.3% | +335.4% | +21.9% | +169.3% |
| All | +357.3% | +336.6% | +20.7% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling