+199.0%
AMD vs VMC
+42.5%
+156.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.7% |
| 7D | -11.0% | +0.5% | -11.6% | -11.2% |
| 30D | -30.5% | +15.8% | -46.3% | -37.8% |
| 3M | -8.2% | +0.6% | -8.8% | -9.3% |
| 6M | +6.6% | -4.0% | +10.6% | +7.1% |
| YTD | +109.7% | -0.3% | +110.0% | +101.5% |
| 1Y | +88.9% | -0.5% | +89.4% | +81.6% |
| 3Y | +301.8% | +39.6% | +262.3% | +163.2% |
| All | +199.0% | +42.5% | +156.6% | +79.4% |
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