+78.5%
AME vs VICR
-1.1%
+79.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.8% |
| 7D | +5.9% | +8.3% | -2.4% | +4.9% |
| 30D | -1.9% | -35.2% | +33.3% | +2.3% |
| 3M | -5.4% | -29.8% | +24.5% | -2.9% |
| 6M | +4.9% | -48.6% | +53.5% | +9.9% |
| YTD | +18.5% | +45.1% | -26.7% | +9.4% |
| 1Y | +25.5% | +79.6% | -54.1% | +13.2% |
| 3Y | +63.0% | +335.4% | -272.4% | +28.2% |
| All | +78.5% | -1.1% | +79.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling