+106.4%
AMCR vs VT
+393.8%
-287.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | -4.1% | +1.0% | -5.1% | -4.7% |
| 3M | +21.7% | +2.4% | +19.3% | +19.8% |
| 6M | +1.5% | +12.0% | -10.5% | -5.2% |
| YTD | +13.1% | +15.3% | -2.2% | +3.8% |
| 1Y | +16.5% | +22.6% | -6.1% | +2.9% |
| 3Y | +10.3% | +74.7% | -64.4% | -21.6% |
| 5Y | -7.7% | +66.1% | -73.8% | -32.9% |
| 10Y | +24.6% | +225.0% | -200.4% | -27.7% |
| All | +106.4% | +393.8% | -287.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling