-16.6%
AMRZ vs VICR
+273.5%
-290.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.1% | +1.7% |
| 7D | -1.1% | -6.5% | +5.4% | -1.0% |
| 30D | +18.3% | -38.5% | +56.8% | +21.2% |
| 3M | -8.0% | -26.1% | +18.1% | -7.5% |
| 6M | -18.7% | -36.2% | +17.6% | -19.1% |
| YTD | -19.8% | +49.2% | -69.0% | -26.7% |
| 1Y | -12.3% | +87.0% | -99.3% | -20.8% |
| All | -16.6% | +273.5% | -290.1% | -30.3% |
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 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