+58.7%
AMPH vs VT
+215.5%
-156.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | +2.8% | -2.3% | +5.1% | +4.5% |
| 30D | +11.6% | -5.0% | +16.5% | +15.6% |
| 3M | +43.8% | -4.9% | +48.7% | +48.8% |
| 6M | +19.2% | -1.5% | +20.7% | +19.2% |
| YTD | +6.4% | +8.5% | -2.1% | -0.9% |
| 1Y | +17.6% | +11.4% | +6.2% | +7.5% |
| 3Y | -39.2% | +70.1% | -109.2% | -59.5% |
| 5Y | +41.9% | +53.7% | -11.8% | +1.3% |
| All | +58.7% | +215.5% | -156.8% | -36.1% |
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