+43.2%
AMID vs VT
+75.4%
-32.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | +0.1% |
| 7D | -5.1% | -4.2% | -0.9% | -0.6% |
| 30D | -6.1% | -5.8% | -0.3% | +0.1% |
| 3M | -4.4% | -5.2% | +0.8% | +1.2% |
| 6M | -0.4% | +0.1% | -0.6% | -0.8% |
| YTD | +4.3% | +8.2% | -3.9% | -4.5% |
| 1Y | +2.2% | +10.1% | -7.9% | -8.2% |
| 3Y | +35.5% | +69.7% | -34.1% | -25.2% |
| All | +43.2% | +75.4% | -32.2% | -24.0% |
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