+6,351.7%
AMD vs VUG
+391.5%
+5,960.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +9.5% |
| 7D | -11.0% | -3.4% | -7.6% | -4.5% |
| 30D | -30.5% | -11.1% | -19.4% | -13.7% |
| 3M | -8.2% | -7.2% | -1.0% | +6.6% |
| 6M | +6.6% | -4.1% | +10.7% | +20.0% |
| YTD | +109.7% | +1.4% | +108.3% | +119.2% |
| 1Y | +88.9% | +1.9% | +87.0% | +96.7% |
| 3Y | +301.8% | +77.7% | +224.1% | +83.9% |
| 5Y | +229.4% | +57.6% | +171.8% | +95.7% |
| All | +6,351.7% | +391.5% | +5,960.2% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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