+8,589.1%
AMD vs VTRS
-48.4%
+8,637.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +8.1% | -2.2% | +10.3% | +8.8% |
| 30D | +6.9% | +3.3% | +3.6% | +5.7% |
| 3M | +5.7% | +2.0% | +3.7% | +4.1% |
| 6M | +152.0% | +19.9% | +132.0% | +134.0% |
| YTD | +141.0% | +35.7% | +105.3% | +113.6% |
| 1Y | +231.6% | +68.1% | +163.5% | +171.6% |
| 3Y | +390.1% | +87.1% | +303.0% | +275.3% |
| 5Y | +390.6% | +47.6% | +343.0% | +295.2% |
| All | +8,589.1% | -48.4% | +8,637.4% | +9,079.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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