+8,164.6%
AMD vs VMC
+129.3%
+8,035.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +13.1% | -4.3% | +17.4% | +16.0% |
| 30D | -7.0% | +16.2% | -23.2% | -13.7% |
| 3M | +16.6% | -0.8% | +17.4% | +16.5% |
| 6M | +20.5% | +1.2% | +19.3% | +18.1% |
| YTD | +158.2% | +0.5% | +157.7% | +152.6% |
| 1Y | +132.8% | -2.9% | +135.7% | +131.6% |
| 3Y | +366.2% | +37.3% | +328.9% | +284.9% |
| 5Y | +278.7% | +48.8% | +229.9% | +201.1% |
| 10Y | +8,164.6% | +131.4% | +8,033.2% | +4,945.9% |
| All | +8,164.6% | +129.3% | +8,035.3% | +4,945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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