+5,710.3%
AMD vs VST
+996.4%
+4,714.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.2% | -11.1% | -14.9% |
| 7D | -28.6% | -19.9% | -8.7% | -22.3% |
| 30D | -37.7% | -29.7% | -8.1% | -28.8% |
| 3M | -16.1% | -19.6% | +3.5% | -9.0% |
| 6M | +13.8% | -29.4% | +43.2% | +29.8% |
| YTD | +88.8% | -29.7% | +118.5% | +113.3% |
| 1Y | +57.8% | -40.0% | +97.8% | +88.4% |
| 3Y | +260.3% | +231.0% | +29.3% | +110.3% |
| 5Y | +196.6% | +500.1% | -303.4% | +39.7% |
| All | +5,710.3% | +996.4% | +4,714.0% | +1,783.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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