-38.0%
VG vs AMCR
-2.8%
-35.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +1.4% |
| 7D | -2.5% | -1.8% | -0.7% | -3.2% |
| 30D | +11.1% | -6.0% | +17.1% | +8.5% |
| 3M | +14.9% | +18.9% | -4.0% | +22.4% |
| 6M | +18.4% | +5.7% | +12.7% | +28.6% |
| YTD | +116.6% | +11.1% | +105.5% | +130.2% |
| 1Y | +9.4% | +12.7% | -3.4% | +16.2% |
| All | -38.0% | -2.8% | -35.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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