+127.6%
AMRC vs VT
+460.6%
-332.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.3% | +0.4% | +4.8% | +4.6% |
| 30D | -9.8% | +1.0% | -10.8% | -10.8% |
| 3M | -29.3% | +2.4% | -31.7% | -30.1% |
| 6M | -17.8% | +12.0% | -29.8% | -28.2% |
| YTD | -21.0% | +15.3% | -36.3% | -33.1% |
| 1Y | -11.0% | +22.6% | -33.5% | -30.5% |
| 3Y | -47.5% | +74.7% | -122.2% | -73.4% |
| 5Y | -67.9% | +66.1% | -134.0% | -81.7% |
| 10Y | +355.7% | +225.0% | +130.7% | +22.2% |
| All | +127.6% | +460.6% | -332.9% | -60.8% |
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