+5,710.3%
AMD vs VT
+214.8%
+5,495.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -9.7% |
| 7D | -28.6% | -4.2% | -24.4% | -21.7% |
| 30D | -37.7% | -5.8% | -31.9% | -29.2% |
| 3M | -16.1% | -5.2% | -10.9% | -5.4% |
| 6M | +13.8% | +0.1% | +13.7% | +20.0% |
| YTD | +88.8% | +8.2% | +80.6% | +75.4% |
| 1Y | +57.8% | +10.1% | +47.6% | +42.9% |
| 3Y | +260.3% | +69.7% | +190.6% | +65.0% |
| 5Y | +196.6% | +53.4% | +143.2% | +72.2% |
| All | +5,710.3% | +214.8% | +5,495.5% | +1,145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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