+644.7%
VMC vs AMCR
+102.7%
+542.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.0% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | -9.1% | -6.0% | -3.1% | -7.2% |
| 3M | -4.1% | +18.9% | -23.1% | -9.5% |
| 6M | -5.5% | +5.7% | -11.2% | -7.6% |
| YTD | -8.9% | +11.1% | -20.0% | -12.7% |
| 1Y | -12.9% | +14.4% | -27.4% | -17.5% |
| 3Y | +22.1% | +13.0% | +9.1% | +14.5% |
| 5Y | +52.7% | -7.5% | +60.3% | +53.1% |
| 10Y | +152.7% | +20.1% | +132.6% | +122.9% |
| All | +644.7% | +102.7% | +542.0% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling