+323.2%
AMGN vs VT
+224.4%
+98.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | -2.2% | -0.7% | -1.5% | -1.7% |
| 30D | +12.1% | -1.7% | +13.9% | +13.3% |
| 3M | +13.6% | -2.3% | +16.0% | +15.3% |
| 6M | +43.9% | +1.5% | +42.4% | +42.0% |
| YTD | +45.9% | +12.0% | +33.9% | +34.6% |
| 1Y | +42.1% | +12.9% | +29.3% | +30.4% |
| 3Y | +91.6% | +74.9% | +16.6% | +30.0% |
| 5Y | +158.5% | +59.9% | +98.6% | +85.4% |
| 10Y | +323.2% | +224.6% | +98.6% | +74.1% |
| All | +323.2% | +224.4% | +98.9% | +74.1% |
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