+6,351.7%
AMD vs VSH
+95.6%
+6,256.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +7.4% |
| 7D | -11.0% | -12.9% | +1.9% | -2.2% |
| 30D | -30.5% | -36.9% | +6.4% | -6.6% |
| 3M | -8.2% | -28.8% | +20.5% | +12.7% |
| 6M | +6.6% | -30.3% | +36.9% | +27.5% |
| YTD | +109.7% | +62.4% | +47.3% | +45.1% |
| 1Y | +88.9% | +62.5% | +26.4% | +30.2% |
| 3Y | +301.8% | +7.4% | +294.4% | +234.7% |
| 5Y | +229.4% | +25.4% | +203.9% | +151.9% |
| All | +6,351.7% | +95.6% | +6,256.1% | +3,101.0% |
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