-98.8%
AMC vs VTRS
-30.6%
-68.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | +4.6% | -1.1% | +2.0% |
| 30D | +12.5% | +19.4% | -6.9% | +6.0% |
| 3M | +23.6% | +30.8% | -7.2% | +13.3% |
| 6M | +144.4% | +21.6% | +122.7% | +127.6% |
| YTD | +108.3% | +71.2% | +37.2% | +70.5% |
| 1Y | +38.9% | +97.6% | -58.7% | +7.9% |
| 3Y | -58.9% | +163.9% | -222.7% | -72.7% |
| 5Y | -99.2% | +82.1% | -181.3% | -99.4% |
| All | -98.8% | -30.6% | -68.2% | -99.0% |
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