+275.5%
AMRC vs VT
+214.8%
+60.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.1% | -5.8% | -3.0% |
| 7D | -8.8% | -4.2% | -4.6% | -1.9% |
| 30D | -15.6% | -5.8% | -9.8% | -6.3% |
| 3M | -25.4% | -5.2% | -20.1% | -17.4% |
| 6M | -37.8% | +0.1% | -37.9% | -35.4% |
| YTD | -34.6% | +8.2% | -42.9% | -39.4% |
| 1Y | -48.9% | +10.1% | -59.0% | -53.8% |
| 3Y | -35.8% | +69.7% | -105.4% | -68.6% |
| 5Y | -80.4% | +53.4% | -133.7% | -88.3% |
| All | +275.5% | +214.8% | +60.7% | +26.9% |
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