-98.8%
AMC vs VTEB
+26.7%
-125.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.8% |
| 30D | -0.7% | -1.3% | +0.6% | +0.1% |
| 3M | +35.2% | -2.1% | +37.3% | +36.9% |
| 6M | +124.6% | -1.7% | +126.3% | +127.0% |
| YTD | +69.9% | -0.6% | +70.4% | +70.9% |
| 1Y | -2.6% | +3.1% | -5.6% | -3.5% |
| 3Y | -79.8% | +9.2% | -89.0% | -80.4% |
| 5Y | -99.4% | +2.2% | -101.6% | -99.4% |
| 10Y | -98.9% | +18.8% | -117.7% | -98.4% |
| All | -98.8% | +26.7% | -125.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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