+142.4%
AMT vs VICR
+978.3%
-835.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +1.5% | +8.3% | -6.8% | +1.0% |
| 30D | +6.8% | -35.2% | +42.0% | +8.9% |
| 3M | +11.2% | -29.8% | +41.0% | +12.2% |
| 6M | +12.5% | -48.6% | +61.0% | +14.5% |
| YTD | +12.5% | +45.1% | -32.6% | +4.1% |
| 1Y | +10.1% | +79.6% | -69.4% | 0.0% |
| 3Y | +16.0% | +335.4% | -319.4% | -8.1% |
| 5Y | -17.2% | -1.0% | -16.1% | -26.7% |
| All | +142.4% | +978.3% | -835.9% | +65.2% |
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