+54.2%
AMN vs VT
+214.8%
-160.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +2.5% |
| 7D | +1.0% | -4.2% | +5.2% | +4.3% |
| 30D | +29.1% | -5.8% | +34.9% | +35.0% |
| 3M | +44.6% | -5.2% | +49.8% | +50.5% |
| 6M | +122.8% | +0.1% | +122.7% | +121.6% |
| YTD | +200.9% | +8.2% | +192.7% | +180.9% |
| 1Y | +129.9% | +10.1% | +119.7% | +111.7% |
| 3Y | -29.4% | +69.7% | -99.0% | -53.0% |
| 5Y | -51.5% | +53.4% | -104.9% | -65.4% |
| All | +54.2% | +214.8% | -160.6% | -34.1% |
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