-16.6%
AMRZ vs VICR
+70.3%
-86.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.3% |
| 7D | -2.1% | +8.3% | -10.4% | -2.5% |
| 30D | +13.0% | -35.2% | +48.1% | +15.4% |
| 3M | -12.1% | -29.8% | +17.7% | -11.3% |
| 6M | -19.1% | -48.6% | +29.4% | -17.5% |
| YTD | -23.3% | +45.1% | -68.4% | -34.4% |
| 1Y | -16.6% | +79.6% | -96.1% | -31.3% |
| All | -16.6% | +70.3% | -86.9% | -31.3% |
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 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