+196.6%
AMD vs VRT
+555.9%
-359.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.0% | -3.2% | -11.0% |
| 7D | -28.6% | -28.1% | -0.5% | -17.2% |
| 30D | -37.7% | -30.2% | -7.5% | -27.1% |
| 3M | -16.1% | -36.4% | +20.3% | +1.7% |
| 6M | +13.8% | -48.2% | +62.0% | +49.9% |
| YTD | +88.8% | +9.2% | +79.7% | +78.5% |
| 1Y | +57.8% | -7.2% | +65.0% | +59.2% |
| 3Y | +260.3% | +338.7% | -78.4% | +69.3% |
| 5Y | +196.6% | +542.8% | -346.2% | +16.6% |
| All | +196.6% | +555.9% | -359.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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