+323.7%
AMRC vs VT
+215.5%
+108.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.6% | +12.5% |
| 7D | +6.4% | -2.3% | +8.7% | +10.9% |
| 30D | -1.5% | -5.0% | +3.5% | +7.8% |
| 3M | -15.4% | -4.9% | -10.5% | -7.0% |
| 6M | -31.5% | -1.5% | -30.0% | -27.0% |
| YTD | -26.2% | +8.5% | -34.7% | -31.9% |
| 1Y | -41.0% | +11.4% | -52.3% | -47.6% |
| 3Y | -18.8% | +70.1% | -88.9% | -60.4% |
| 5Y | -77.8% | +53.7% | -131.6% | -86.9% |
| All | +323.7% | +215.5% | +108.2% | +42.7% |
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