+316.3%
AMG vs VT
+363.9%
-47.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -3.8% |
| 7D | -7.3% | -0.3% | -7.0% | -6.9% |
| 30D | -4.3% | -1.4% | -2.8% | -2.3% |
| 3M | -4.9% | -1.4% | -3.5% | -3.1% |
| 6M | +22.5% | +5.5% | +17.0% | +12.9% |
| YTD | +26.4% | +12.8% | +13.6% | +5.2% |
| 1Y | +45.0% | +15.4% | +29.6% | +16.7% |
| 3Y | +185.0% | +76.9% | +108.1% | +23.9% |
| 5Y | +96.3% | +60.4% | +35.9% | +0.3% |
| 10Y | +184.6% | +232.8% | -48.2% | -47.6% |
| All | +316.3% | +363.9% | -47.6% | -34.8% |
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