-12.3%
AMRZ vs VICR
+76.0%
-88.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.3% | +5.8% |
| 7D | +10.3% | -26.6% | +36.9% | +12.1% |
| 30D | +18.7% | -47.9% | +66.6% | +23.4% |
| 3M | -14.6% | -29.8% | +15.1% | -13.9% |
| 6M | -12.9% | -36.6% | +23.7% | -14.0% |
| YTD | -17.4% | +45.1% | -62.5% | -28.4% |
| 1Y | -12.3% | +80.0% | -92.3% | -25.8% |
| All | -12.3% | +76.0% | -88.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling