+16.1%
AMAX vs VT
+59.6%
-43.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -2.0% | -1.4% | -0.5% | -1.4% |
| 3M | +0.1% | -1.4% | +1.5% | +0.7% |
| 6M | -2.3% | +5.5% | -7.8% | -4.4% |
| YTD | +2.0% | +12.8% | -10.9% | -2.8% |
| 1Y | +1.8% | +15.4% | -13.6% | -3.8% |
| 3Y | +33.5% | +76.9% | -43.4% | +7.0% |
| All | +16.1% | +59.6% | -43.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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