-76.2%
AMCX vs VT
+346.0%
-422.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +3.6% |
| 7D | +5.8% | -4.2% | +9.9% | +10.1% |
| 30D | -23.2% | -5.8% | -17.4% | -18.8% |
| 3M | -29.9% | -5.2% | -24.7% | -26.3% |
| 6M | +3.8% | +0.1% | +3.7% | +2.8% |
| YTD | -11.4% | +8.2% | -19.7% | -19.2% |
| 1Y | +13.0% | +10.1% | +2.9% | +1.4% |
| 3Y | -43.8% | +69.7% | -113.5% | -67.2% |
| 5Y | -82.8% | +53.4% | -136.2% | -88.7% |
| 10Y | -83.9% | +219.2% | -303.1% | -94.4% |
| All | -76.2% | +346.0% | -422.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling