+155.3%
AMDY vs VT
+66.2%
+89.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -8.7% |
| 7D | -26.5% | -4.2% | -22.3% | -18.5% |
| 30D | -35.3% | -5.8% | -29.5% | -25.4% |
| 3M | -16.4% | -5.2% | -11.1% | -4.6% |
| 6M | +6.9% | +0.1% | +6.8% | +12.6% |
| YTD | +58.3% | +8.2% | +50.0% | +45.7% |
| 1Y | +36.2% | +10.1% | +26.0% | +21.9% |
| 3Y | +147.4% | +69.7% | +77.7% | +10.6% |
| All | +155.3% | +66.2% | +89.1% | +18.1% |
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