-63.1%
AMC vs VLTO
+54.1%
-117.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.4% | -12.1% | -12.4% |
| 7D | 0.0% | +12.0% | -12.0% | -3.7% |
| 30D | +4.4% | +20.8% | -16.4% | -2.2% |
| 3M | +15.4% | +20.1% | -4.8% | +8.3% |
| 6M | +93.7% | +32.6% | +61.1% | +75.3% |
| YTD | +97.4% | +17.3% | +80.1% | +87.2% |
| 1Y | +23.2% | +17.3% | +5.9% | +16.5% |
| 3Y | -71.3% | +66.9% | -138.2% | -78.7% |
| All | -63.1% | +54.1% | -117.2% | -69.6% |
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