+11,477.5%
AMD vs VSH
+1,674.8%
+9,802.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +2.4% |
| 7D | +2.6% | +4.1% | -1.5% | +0.4% |
| 30D | -0.9% | -4.2% | +3.2% | +0.9% |
| 3M | -8.7% | -50.0% | +41.3% | +29.7% |
| 6M | +136.3% | +80.2% | +56.2% | +68.9% |
| YTD | +123.0% | +121.1% | +1.9% | +42.4% |
| 1Y | +195.2% | +112.0% | +83.2% | +91.2% |
| 3Y | +336.3% | +22.5% | +313.8% | +259.0% |
| 5Y | +334.5% | +64.0% | +270.4% | +214.8% |
| 10Y | +6,259.1% | +170.4% | +6,088.7% | +3,283.9% |
| All | +11,477.5% | +1,674.8% | +9,802.6% | +2,504.6% |
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 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