+2,168.6%
AMP vs VO
+608.3%
+1,560.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | +2.6% | +0.6% | +2.0% | +1.7% |
| 30D | +0.8% | -1.1% | +1.9% | +2.5% |
| 3M | +24.3% | +4.5% | +19.7% | +16.1% |
| 6M | +20.6% | +11.1% | +9.5% | +2.5% |
| YTD | +14.6% | +13.5% | +1.1% | -5.5% |
| 1Y | +14.5% | +14.5% | +0.1% | -6.8% |
| 3Y | +67.9% | +58.1% | +9.8% | -15.9% |
| 5Y | +122.5% | +43.3% | +79.2% | +28.7% |
| 10Y | +573.3% | +193.2% | +380.1% | +44.0% |
| All | +2,168.6% | +608.3% | +1,560.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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