+9,703.6%
AMD vs VMC
+3,538.2%
+6,165.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -15.4% |
| 7D | -28.6% | +1.9% | -30.5% | -29.1% |
| 30D | -37.7% | +14.7% | -52.5% | -41.8% |
| 3M | -16.1% | -0.3% | -15.9% | -16.5% |
| 6M | +13.8% | -1.7% | +15.5% | +13.2% |
| YTD | +88.8% | +0.7% | +88.2% | +84.8% |
| 1Y | +57.8% | +0.9% | +56.9% | +54.2% |
| 3Y | +260.3% | +40.5% | +219.8% | +199.2% |
| 5Y | +196.6% | +51.5% | +145.1% | +142.6% |
| 10Y | +6,064.6% | +166.5% | +5,898.1% | +3,457.3% |
| All | +9,703.6% | +3,538.2% | +6,165.5% | +2,572.6% |
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