-62.4%
AMC vs VLTO
+54.8%
-117.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.8% |
| 7D | +2.6% | +5.4% | -2.8% | +0.9% |
| 30D | +9.0% | +22.3% | -13.3% | +1.7% |
| 3M | +22.2% | +19.6% | +2.6% | +14.9% |
| 6M | +91.5% | +35.2% | +56.3% | +72.0% |
| YTD | +101.3% | +17.9% | +83.4% | +90.5% |
| 1Y | +20.8% | +19.5% | +1.3% | +13.3% |
| 3Y | -71.3% | +73.9% | -145.2% | -79.4% |
| All | -62.4% | +54.8% | -117.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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