+7,765.4%
AMD vs VSH
+115.4%
+7,650.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.2% | -4.5% | -6.0% |
| 7D | +18.9% | +14.3% | +4.6% | +9.2% |
| 30D | -6.4% | -7.9% | +1.4% | -0.8% |
| 3M | +10.6% | -19.9% | +30.4% | +26.6% |
| 6M | +19.9% | -30.5% | +50.4% | +45.0% |
| YTD | +149.4% | +85.7% | +63.7% | +58.4% |
| 1Y | +115.4% | +98.9% | +16.4% | +30.3% |
| 3Y | +357.3% | +32.1% | +325.2% | +233.0% |
| 5Y | +261.1% | +39.7% | +221.4% | +157.5% |
| All | +7,765.4% | +115.4% | +7,650.0% | +3,597.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling