+10,785.8%
AMD vs VSH
+1,203.4%
+9,582.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +8.0% |
| 7D | -11.0% | -12.9% | +1.9% | -3.6% |
| 30D | -30.5% | -36.9% | +6.4% | -10.7% |
| 3M | -8.2% | -28.8% | +20.5% | +9.5% |
| 6M | +6.6% | -30.3% | +36.9% | +25.5% |
| YTD | +109.7% | +62.4% | +47.3% | +57.8% |
| 1Y | +88.9% | +62.5% | +26.4% | +41.8% |
| 3Y | +301.8% | +7.4% | +294.4% | +255.4% |
| 5Y | +229.4% | +25.4% | +203.9% | +176.0% |
| 10Y | +6,745.1% | +102.6% | +6,642.5% | +4,154.4% |
| All | +10,785.8% | +1,203.4% | +9,582.4% | +2,786.9% |
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 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