+59.8%
AMR vs VT
+23.4%
+36.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -7.6% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +54.5% | +0.8% | +53.7% | +53.6% |
| 3M | +2.1% | +2.8% | -0.7% | +0.4% |
| 6M | +25.2% | +13.0% | +12.2% | +19.3% |
| YTD | +8.7% | +15.4% | -6.7% | -1.2% |
| All | +59.8% | +23.4% | +36.5% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling