-96.1%
AMPY vs VT
+368.3%
-464.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.9% | +0.4% | +2.5% | +1.5% |
| 30D | +26.3% | +1.0% | +25.3% | +22.5% |
| 3M | +5.6% | +2.4% | +3.2% | -4.0% |
| 6M | -18.9% | +12.0% | -30.9% | -46.7% |
| YTD | +7.2% | +15.3% | -8.1% | -35.4% |
| 1Y | +22.8% | +22.6% | +0.2% | -38.6% |
| 3Y | -25.9% | +74.7% | -100.5% | -88.6% |
| 5Y | +29.3% | +66.1% | -36.9% | -78.6% |
| 10Y | +3,359.8% | +225.0% | +3,134.8% | -86.8% |
| All | -96.1% | +368.3% | -464.4% | -100.0% |
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