+301.8%
AMD vs VSH
+6.8%
+295.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +7.6% |
| 7D | -11.0% | -12.9% | +1.9% | -2.8% |
| 30D | -30.5% | -36.9% | +6.4% | -8.8% |
| 3M | -8.2% | -28.8% | +20.5% | +11.1% |
| 6M | +6.6% | -30.3% | +36.9% | +27.1% |
| YTD | +109.7% | +62.4% | +47.3% | +56.3% |
| 1Y | +88.9% | +62.5% | +26.4% | +40.4% |
| 3Y | +301.8% | +7.4% | +294.4% | +248.9% |
| All | +301.8% | +6.8% | +295.0% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling