-99.0%
AMC vs VTRS
-48.4%
-50.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.0% |
| 7D | -7.2% | -2.2% | -5.0% | -6.5% |
| 30D | -2.8% | +3.3% | -6.1% | -3.7% |
| 3M | +7.9% | +2.0% | +5.9% | +6.4% |
| 6M | +119.6% | +19.9% | +99.7% | +104.4% |
| YTD | +57.7% | +35.7% | +22.0% | +39.5% |
| 1Y | -12.1% | +68.1% | -80.2% | -28.4% |
| 3Y | -66.5% | +87.1% | -153.6% | -74.8% |
| 5Y | -99.5% | +47.6% | -147.2% | -99.6% |
| All | -99.0% | -48.4% | -50.6% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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