+8,164.6%
AMD vs VSH
+141.4%
+8,023.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.8% | -1.5% | +1.7% |
| 7D | +13.1% | +12.8% | +0.3% | +5.7% |
| 30D | -7.0% | -9.0% | +2.1% | -0.6% |
| 3M | +16.6% | -12.2% | +28.8% | +26.0% |
| 6M | +20.5% | -15.9% | +36.4% | +27.7% |
| YTD | +158.2% | +103.2% | +54.9% | +54.9% |
| 1Y | +132.8% | +108.4% | +24.3% | +36.9% |
| 3Y | +366.2% | +41.6% | +324.7% | +225.5% |
| 5Y | +278.7% | +54.6% | +224.1% | +153.5% |
| 10Y | +8,164.6% | +138.2% | +8,026.4% | +3,537.6% |
| All | +8,164.6% | +141.4% | +8,023.1% | +3,537.6% |
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