-82.9%
AMCX vs VT
+223.7%
-306.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +3.4% |
| 7D | +10.8% | +0.4% | +10.5% | +10.4% |
| 30D | -17.7% | -2.6% | -15.1% | -15.5% |
| 3M | -25.0% | -3.2% | -21.7% | -22.5% |
| 6M | +1.1% | +0.9% | +0.2% | -0.7% |
| YTD | -6.5% | +11.3% | -17.8% | -17.8% |
| 1Y | +18.4% | +14.0% | +4.3% | +1.5% |
| 3Y | -33.9% | +75.8% | -109.8% | -64.7% |
| 5Y | -81.7% | +57.8% | -139.6% | -88.9% |
| 10Y | -82.9% | +219.8% | -302.7% | -93.8% |
| All | -82.9% | +223.7% | -306.6% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling