+19,203.4%
AME vs VICR
+10,134.2%
+9,069.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.9% |
| 7D | +5.9% | +8.3% | -2.4% | +4.6% |
| 30D | -1.9% | -35.2% | +33.3% | +3.5% |
| 3M | -5.4% | -29.8% | +24.5% | -2.2% |
| 6M | +4.9% | -48.6% | +53.5% | +11.3% |
| YTD | +18.5% | +45.1% | -26.7% | +5.8% |
| 1Y | +25.5% | +79.6% | -54.1% | +8.6% |
| 3Y | +63.0% | +335.4% | -272.4% | +16.6% |
| 5Y | +78.3% | -1.0% | +79.3% | +46.5% |
| 10Y | +447.1% | +993.1% | -546.0% | +194.8% |
| All | +19,203.4% | +10,134.2% | +9,069.2% | +6,754.1% |
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 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