+9,703.6%
AMD vs VSH
+1,132.9%
+8,570.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.8% | -2.5% | -9.4% |
| 7D | -28.6% | -25.2% | -3.4% | -16.1% |
| 30D | -37.7% | -41.8% | +4.1% | -16.7% |
| 3M | -16.1% | -33.4% | +17.3% | +3.5% |
| 6M | +13.8% | -31.0% | +44.9% | +35.1% |
| YTD | +88.8% | +53.6% | +35.3% | +46.1% |
| 1Y | +57.8% | +46.3% | +11.5% | +25.0% |
| 3Y | +260.3% | -1.0% | +261.2% | +232.0% |
| 5Y | +196.6% | +18.6% | +178.0% | +155.5% |
| 10Y | +6,064.6% | +91.7% | +5,973.0% | +3,839.4% |
| All | +9,703.6% | +1,132.9% | +8,570.8% | +2,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling