+493.9%
AMP vs VT
+215.5%
+278.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.9% |
| 7D | +2.2% | -2.3% | +4.5% | +5.8% |
| 30D | +2.2% | -5.0% | +7.2% | +10.0% |
| 3M | -10.4% | -4.9% | -5.5% | -3.9% |
| 6M | +5.8% | -1.5% | +7.4% | +6.8% |
| YTD | +3.3% | +8.5% | -5.2% | -10.8% |
| 1Y | +11.1% | +11.4% | -0.3% | -7.9% |
| 3Y | +56.0% | +70.1% | -14.0% | -34.9% |
| 5Y | +76.1% | +53.7% | +22.3% | -11.6% |
| All | +493.9% | +215.5% | +278.5% | +10.4% |
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