+43.1%
AMD vs VRT
-37.6%
+80.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.9% | +13.9% | +8.4% |
| 7D | -15.5% | -15.4% | -0.1% | -7.4% |
| 30D | -22.6% | -19.0% | -3.7% | -13.2% |
| 3M | -5.7% | -23.8% | +18.1% | +8.3% |
| 6M | +43.1% | -37.9% | +81.0% | +87.7% |
| All | +43.1% | -37.6% | +80.7% | +87.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling