-57.8%
AMC vs VLTO
+54.7%
-112.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | +17.7% | +13.8% | +3.9% | +12.7% |
| 30D | +26.2% | +21.2% | +5.0% | +18.1% |
| 3M | +31.3% | +21.5% | +9.9% | +22.8% |
| 6M | +142.8% | +33.0% | +109.8% | +119.4% |
| YTD | +125.6% | +17.8% | +107.9% | +113.6% |
| 1Y | +40.2% | +18.1% | +22.1% | +32.2% |
| 3Y | -67.2% | +67.6% | -134.7% | -75.7% |
| All | -57.8% | +54.7% | -112.5% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling