+157.7%
AMH vs VT
+291.6%
-133.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.2% | +0.4% | -3.6% | -3.5% |
| 30D | -6.1% | +1.0% | -7.1% | -6.8% |
| 3M | -0.4% | +2.4% | -2.8% | -2.4% |
| 6M | +10.5% | +12.0% | -1.5% | +1.2% |
| YTD | +3.4% | +15.3% | -12.0% | -7.5% |
| 1Y | -2.4% | +22.6% | -25.0% | -16.6% |
| 3Y | -0.6% | +74.7% | -75.2% | -35.2% |
| 5Y | -12.5% | +66.1% | -78.6% | -41.3% |
| 10Y | +74.3% | +225.0% | -150.8% | -26.9% |
| All | +157.7% | +291.6% | -133.9% | -2.2% |
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