+7,109.1%
AMD vs VST
+929.5%
+6,179.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.8% | +14.8% | +6.3% |
| 7D | -15.5% | -15.7% | +0.2% | -10.2% |
| 30D | -22.6% | -17.0% | -5.7% | -17.4% |
| 3M | -5.7% | -15.9% | +10.1% | +0.2% |
| 6M | +43.1% | -25.0% | +68.1% | +58.8% |
| YTD | +128.2% | -25.1% | +153.3% | +150.6% |
| 1Y | +95.5% | -34.9% | +130.3% | +125.4% |
| 3Y | +335.4% | +252.7% | +82.8% | +146.8% |
| 5Y | +255.5% | +582.3% | -326.9% | +59.1% |
| 10Y | +7,350.9% | +1,076.6% | +6,274.3% | +2,227.9% |
| All | +7,109.1% | +929.5% | +6,179.6% | +2,270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling