+46.8%
VMC vs AMCR
-9.6%
+56.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -3.7% | -5.0% | +1.3% | -1.4% |
| 30D | -12.8% | -8.0% | -4.8% | -9.4% |
| 3M | -7.9% | +14.3% | -22.2% | -13.2% |
| 6M | -7.5% | +5.3% | -12.8% | -10.0% |
| YTD | -11.6% | +7.7% | -19.4% | -15.5% |
| 1Y | -14.3% | +10.8% | -25.1% | -19.4% |
| 3Y | +18.5% | +9.6% | +8.9% | +7.6% |
| 5Y | +46.8% | -10.2% | +56.9% | +46.4% |
| All | +46.8% | -9.6% | +56.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling