+13,303.6%
AMD vs VMC
+3,530.3%
+9,773.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +13.1% | -4.3% | +17.4% | +15.9% |
| 30D | -7.0% | +16.2% | -23.2% | -13.5% |
| 3M | +16.6% | -0.8% | +17.4% | +16.4% |
| 6M | +20.5% | +1.2% | +19.3% | +18.2% |
| YTD | +158.2% | +0.5% | +157.7% | +153.0% |
| 1Y | +132.8% | -2.9% | +135.7% | +131.7% |
| 3Y | +366.2% | +37.3% | +328.9% | +291.3% |
| 5Y | +278.7% | +48.8% | +229.9% | +211.8% |
| 10Y | +8,164.6% | +131.4% | +8,033.2% | +5,017.5% |
| All | +13,303.6% | +3,530.3% | +9,773.3% | +3,558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling