+569.3%
AMP vs VICR
+1,679.8%
-1,110.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -1.2% |
| 7D | -0.5% | +5.0% | -5.5% | -1.5% |
| 30D | -1.3% | -12.5% | +11.2% | +0.4% |
| 3M | +24.2% | -33.6% | +57.8% | +29.9% |
| 6M | +24.6% | +10.7% | +13.9% | +14.1% |
| YTD | +14.8% | +80.6% | -65.7% | -6.0% |
| 1Y | +12.8% | +288.4% | -275.6% | -22.8% |
| 3Y | +69.0% | +213.8% | -144.8% | +11.7% |
| 5Y | +124.9% | +58.8% | +66.0% | +57.0% |
| All | +569.3% | +1,679.8% | -1,110.5% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling