+354.8%
AMRC vs VT
+224.5%
+130.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.3% | +0.4% | +4.8% | +4.5% |
| 30D | -9.8% | +1.0% | -10.8% | -10.9% |
| 3M | -29.3% | +2.4% | -31.7% | -30.3% |
| 6M | -17.8% | +12.0% | -29.8% | -29.5% |
| YTD | -21.0% | +15.3% | -36.3% | -34.6% |
| 1Y | -11.0% | +22.6% | -33.5% | -32.7% |
| 3Y | -47.5% | +74.7% | -122.2% | -75.6% |
| 5Y | -67.9% | +66.1% | -134.0% | -83.2% |
| All | +354.8% | +224.5% | +130.3% | +19.3% |
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