-14.7%
AMRZ vs VICR
+330.7%
-345.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.8% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -16.9% | -13.9% | -3.0% | -16.2% |
| 3M | -19.2% | -38.4% | +19.2% | -17.0% |
| 6M | -29.3% | -7.2% | -22.1% | -32.2% |
| YTD | -18.0% | +72.0% | -90.0% | -24.6% |
| 1Y | -15.1% | +263.3% | -278.4% | -27.4% |
| All | -14.7% | +330.7% | -345.3% | -28.3% |
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 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