+6,943.8%
AMD vs VST
+1,175.7%
+5,768.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +3.4% |
| 7D | +2.6% | +8.9% | -6.3% | -0.7% |
| 30D | -0.9% | +6.2% | -7.1% | -3.2% |
| 3M | -8.7% | -2.7% | -6.0% | -7.5% |
| 6M | +136.3% | -8.4% | +144.7% | +142.9% |
| YTD | +123.0% | -7.2% | +130.2% | +126.9% |
| 1Y | +195.2% | -20.9% | +216.1% | +216.7% |
| 3Y | +336.3% | +384.0% | -47.7% | +120.3% |
| 5Y | +334.5% | +757.1% | -422.6% | +78.9% |
| All | +6,943.8% | +1,175.7% | +5,768.1% | +2,045.9% |
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