-30.9%
AMT vs VICR
+46.6%
-77.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | 0.0% |
| 7D | +1.5% | +1.3% | +0.2% | +1.4% |
| 30D | +3.7% | -11.9% | +15.7% | +4.0% |
| 3M | -7.2% | -35.1% | +27.9% | -6.4% |
| 6M | -4.2% | +8.1% | -12.3% | -6.5% |
| YTD | +1.9% | +67.8% | -65.9% | -3.2% |
| 1Y | -6.4% | +267.3% | -273.7% | -15.3% |
| 3Y | +7.7% | +191.2% | -183.5% | -4.1% |
| 5Y | -30.9% | +48.1% | -79.0% | -40.4% |
| All | -30.9% | +46.6% | -77.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling