+806.8%
VUG vs AMCR
+100.2%
+706.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | -0.3% | -4.1% | +3.8% | +0.7% |
| 3M | -0.7% | +21.7% | -22.4% | -5.8% |
| 6M | +14.6% | +1.5% | +13.1% | +13.4% |
| YTD | +9.0% | +13.1% | -4.1% | +4.5% |
| 1Y | +14.9% | +13.0% | +1.9% | +9.9% |
| 3Y | +86.0% | +6.9% | +79.1% | +78.1% |
| 5Y | +76.7% | -10.5% | +87.2% | +77.2% |
| 10Y | +411.3% | +20.9% | +390.4% | +360.9% |
| All | +806.8% | +100.2% | +706.6% | +709.6% |
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