-64.8%
AMCX vs VT
+375.3%
-440.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.8% |
| 30D | +3.7% | +1.0% | +2.8% | +2.8% |
| 3M | +28.0% | +2.4% | +25.6% | +24.2% |
| 6M | +52.6% | +12.0% | +40.6% | +35.3% |
| YTD | +31.1% | +15.3% | +15.8% | +12.7% |
| 1Y | +69.6% | +22.6% | +47.0% | +37.2% |
| 3Y | +9.9% | +74.7% | -64.8% | -37.2% |
| 5Y | -72.6% | +66.1% | -138.7% | -83.3% |
| 10Y | -77.3% | +225.0% | -302.3% | -92.3% |
| All | -64.8% | +375.3% | -440.1% | -91.3% |
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