+169.7%
AMG vs VT
+224.5%
-54.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.8% |
| 30D | -1.4% | +1.0% | -2.4% | -2.7% |
| 3M | +10.6% | +2.4% | +8.2% | +6.6% |
| 6M | +22.1% | +12.0% | +10.1% | +4.0% |
| YTD | +28.4% | +15.3% | +13.1% | +4.6% |
| 1Y | +58.9% | +22.6% | +36.3% | +19.0% |
| 3Y | +172.7% | +74.7% | +98.1% | +24.5% |
| 5Y | +122.3% | +66.1% | +56.2% | +11.7% |
| All | +169.7% | +224.5% | -54.8% | -42.7% |
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