+122.5%
AMP vs VCLT
-17.2%
+139.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.5% | -1.4% | +0.8% | 0.0% |
| 30D | -1.3% | -1.2% | -0.1% | -0.8% |
| 3M | +24.2% | -4.8% | +29.0% | +26.6% |
| 6M | +24.6% | -2.6% | +27.1% | +25.8% |
| YTD | +14.8% | -3.3% | +18.2% | +16.3% |
| 1Y | +12.8% | -4.8% | +17.6% | +15.0% |
| 3Y | +69.0% | +11.5% | +57.5% | +59.6% |
| All | +122.5% | -17.2% | +139.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling