+2,155.8%
AMP vs VICR
+1,235.5%
+920.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | -2.0% | -0.4% | -1.6% | -2.1% |
| 30D | -1.7% | -15.6% | +13.9% | +2.0% |
| 3M | +23.2% | -35.4% | +58.6% | +32.6% |
| 6M | +22.2% | +1.3% | +20.9% | +9.6% |
| YTD | +14.0% | +62.5% | -48.5% | -12.8% |
| 1Y | +14.0% | +255.5% | -241.5% | -33.1% |
| 3Y | +67.0% | +182.0% | -115.0% | -7.6% |
| 5Y | +123.2% | +42.9% | +80.3% | +29.4% |
| 10Y | +578.5% | +1,494.0% | -915.5% | +32.8% |
| All | +2,155.8% | +1,235.5% | +920.3% | +177.0% |
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 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