+220.2%
AMPH vs VT
+231.5%
-11.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.0% |
| 7D | +6.4% | -0.3% | +6.7% | +6.6% |
| 30D | +10.4% | -1.4% | +11.9% | +11.6% |
| 3M | +40.8% | -1.4% | +42.2% | +42.1% |
| 6M | +23.2% | +5.5% | +17.8% | +17.1% |
| YTD | +4.6% | +12.8% | -8.2% | -5.5% |
| 1Y | +10.9% | +15.4% | -4.5% | -1.4% |
| 3Y | -39.9% | +76.9% | -116.7% | -61.5% |
| 5Y | +41.8% | +60.4% | -18.6% | -3.2% |
| 10Y | +61.6% | +232.8% | -171.2% | -42.5% |
| All | +220.2% | +231.5% | -11.2% | +17.1% |
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 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