+273.8%
VSH vs AMCR
+96.6%
+177.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +6.2% | -1.8% | +8.0% | +7.0% |
| 30D | -11.1% | -6.0% | -5.1% | -9.0% |
| 3M | -44.9% | +18.9% | -63.8% | -49.3% |
| 6M | +90.0% | +5.7% | +84.3% | +82.8% |
| YTD | +118.8% | +11.1% | +107.7% | +104.7% |
| 1Y | +109.0% | +12.7% | +96.3% | +93.8% |
| 3Y | +35.6% | +9.6% | +26.1% | +27.4% |
| 5Y | +66.7% | -10.3% | +77.0% | +69.5% |
| 10Y | +167.9% | +16.5% | +151.5% | +138.0% |
| All | +273.8% | +96.6% | +177.1% | +221.8% |
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