+98.1%
AMN vs VT
+374.2%
-276.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.8% |
| 30D | +3.0% | +1.0% | +2.1% | +2.2% |
| 3M | +10.4% | +2.4% | +8.0% | +7.6% |
| 6M | +55.2% | +12.0% | +43.2% | +38.8% |
| YTD | +114.5% | +15.3% | +99.1% | +86.5% |
| 1Y | +67.1% | +22.6% | +44.5% | +37.3% |
| 3Y | -61.4% | +74.7% | -136.1% | -77.3% |
| 5Y | -71.0% | +66.1% | -137.2% | -82.4% |
| 10Y | -6.8% | +225.0% | -231.8% | -71.7% |
| All | +98.1% | +374.2% | -276.1% | -60.0% |
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 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