+18,829.0%
AME vs VICR
+12,339.4%
+6,489.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +2.8% | +9.8% | -7.1% | +1.4% |
| 30D | -6.3% | -12.6% | +6.3% | -4.7% |
| 3M | +5.4% | -29.7% | +35.1% | +9.3% |
| 6M | +7.4% | +18.8% | -11.4% | +1.2% |
| YTD | +16.2% | +76.4% | -60.2% | +2.5% |
| 1Y | +26.8% | +282.4% | -255.5% | -1.5% |
| 3Y | +57.5% | +206.2% | -148.7% | +19.5% |
| 5Y | +84.8% | +53.9% | +30.9% | +44.2% |
| 10Y | +424.3% | +1,572.3% | -1,148.0% | +169.6% |
| All | +18,829.0% | +12,339.4% | +6,489.6% | +6,535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling