+1,809.5%
AMP vs VT
+374.2%
+1,435.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.2% | +0.4% | -0.2% | -0.4% |
| 30D | -0.1% | +1.0% | -1.1% | -1.6% |
| 3M | +23.6% | +2.4% | +21.2% | +18.3% |
| 6M | +20.4% | +12.0% | +8.4% | -0.2% |
| YTD | +15.4% | +15.3% | +0.1% | -8.4% |
| 1Y | +11.0% | +22.6% | -11.6% | -19.9% |
| 3Y | +70.5% | +74.7% | -4.2% | -29.0% |
| 5Y | +121.4% | +66.1% | +55.2% | +1.0% |
| 10Y | +575.6% | +225.0% | +350.6% | +22.2% |
| All | +1,809.5% | +374.2% | +1,435.3% | +124.4% |
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 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