+6,882.0%
AMD vs VSH
+173.5%
+6,708.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +1.9% |
| 7D | +2.6% | +4.1% | -1.5% | 0.0% |
| 30D | -0.9% | -4.2% | +3.2% | +1.2% |
| 3M | -8.7% | -50.0% | +41.3% | +38.1% |
| 6M | +136.3% | +80.2% | +56.2% | +55.0% |
| YTD | +123.0% | +121.1% | +1.9% | +27.3% |
| 1Y | +195.2% | +112.0% | +83.2% | +71.2% |
| 3Y | +336.3% | +22.5% | +313.8% | +238.0% |
| 5Y | +334.5% | +64.0% | +270.4% | +180.3% |
| All | +6,882.0% | +173.5% | +6,708.6% | +2,738.6% |
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