+402.8%
VUG vs AMC
-98.8%
+501.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | +2.5% | +3.5% | -1.0% | +2.4% |
| 30D | -6.3% | +12.5% | -18.7% | -6.6% |
| 3M | -6.0% | +23.6% | -29.6% | -6.6% |
| 6M | -3.5% | +144.4% | -147.9% | -6.0% |
| YTD | +3.9% | +108.3% | -104.4% | +1.4% |
| 1Y | +5.1% | +38.9% | -33.8% | +3.5% |
| 3Y | +77.9% | -58.9% | +136.7% | +77.4% |
| 5Y | +62.4% | -99.2% | +161.6% | +69.3% |
| All | +402.8% | -98.8% | +501.6% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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