+295.8%
AMD vs VMC
+46.0%
+249.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.3% | +6.9% |
| 7D | +44.7% | -1.7% | +46.4% | +46.4% |
| 30D | -3.3% | +15.3% | -18.6% | -13.2% |
| 3M | +21.2% | +0.3% | +20.9% | +20.1% |
| 6M | +30.6% | +0.9% | +29.7% | +26.2% |
| YTD | +173.3% | -1.0% | +174.3% | +164.2% |
| 1Y | +126.1% | -4.3% | +130.4% | +124.6% |
| 3Y | +393.5% | +35.3% | +358.2% | +233.6% |
| 5Y | +295.8% | +44.4% | +251.4% | +134.6% |
| All | +295.8% | +46.0% | +249.7% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling