-18.3%
AMRZ vs VICR
+341.6%
-359.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.5% |
| 7D | -2.0% | +9.8% | -11.9% | -2.7% |
| 30D | -9.8% | -12.6% | +2.8% | -9.1% |
| 3M | -17.2% | -29.7% | +12.5% | -16.0% |
| 6M | -26.9% | +18.8% | -45.8% | -31.2% |
| YTD | -21.5% | +76.4% | -97.9% | -28.0% |
| 1Y | -22.9% | +282.4% | -305.2% | -34.5% |
| All | -18.3% | +341.6% | -359.9% | -31.5% |
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