+96.6%
AMCR vs VCLT
+52.3%
+44.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -6.0% | -0.6% | -5.5% | -5.8% |
| 3M | +18.9% | -2.2% | +21.2% | +20.0% |
| 6M | +5.7% | -2.9% | +8.5% | +6.9% |
| YTD | +11.1% | -2.1% | +13.2% | +12.1% |
| 1Y | +12.7% | -2.6% | +15.3% | +13.9% |
| 3Y | +9.6% | +12.5% | -2.9% | +5.9% |
| 5Y | -10.3% | -15.3% | +5.0% | -8.5% |
| 10Y | +16.5% | +16.6% | -0.2% | +16.2% |
| All | +96.6% | +52.3% | +44.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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