+106.2%
AMT vs VICR
+1,679.8%
-1,573.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.2% | -8.3% | +2.1% |
| 7D | +1.1% | +5.0% | -3.8% | +0.8% |
| 30D | +4.4% | -12.5% | +16.8% | +5.0% |
| 3M | -5.2% | -33.6% | +28.4% | -3.6% |
| 6M | -0.8% | +10.7% | -11.5% | -4.2% |
| YTD | +3.3% | +80.6% | -77.3% | -4.6% |
| 1Y | -6.0% | +288.4% | -294.4% | -19.1% |
| 3Y | +9.6% | +213.8% | -204.2% | -7.9% |
| 5Y | -29.2% | +58.8% | -88.1% | -39.5% |
| All | +106.2% | +1,679.8% | -1,573.6% | +45.9% |
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