+6,882.0%
AMD vs VMC
+153.4%
+6,728.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.3% |
| 7D | +2.6% | -4.3% | +6.9% | +4.7% |
| 30D | -0.9% | -8.2% | +7.3% | +3.1% |
| 3M | -8.7% | -7.0% | -1.7% | -6.6% |
| 6M | +136.3% | -10.8% | +147.1% | +146.9% |
| YTD | +123.0% | -7.4% | +130.4% | +127.8% |
| 1Y | +195.2% | -9.5% | +204.7% | +203.7% |
| 3Y | +336.3% | +20.5% | +315.9% | +287.5% |
| 5Y | +334.5% | +51.6% | +282.9% | +251.7% |
| All | +6,882.0% | +153.4% | +6,728.6% | +4,261.2% |
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