+573.3%
AMP vs VT
+221.4%
+351.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | +2.6% | +1.0% | +1.6% | +1.1% |
| 30D | +0.8% | -0.2% | +1.1% | +1.2% |
| 3M | +24.3% | +4.5% | +19.7% | +15.4% |
| 6M | +20.6% | +14.1% | +6.5% | -3.0% |
| YTD | +14.6% | +14.8% | -0.1% | -8.6% |
| 1Y | +14.5% | +21.2% | -6.6% | -16.3% |
| 3Y | +67.9% | +76.6% | -8.6% | -33.2% |
| 5Y | +122.5% | +66.6% | +55.9% | -0.9% |
| 10Y | +573.3% | +222.3% | +351.0% | +10.3% |
| All | +573.3% | +221.4% | +351.9% | +10.3% |
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