-15.1%
AMRZ vs VCLT
-0.4%
-14.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.0% |
| 30D | -16.9% | -0.9% | -16.1% | -15.6% |
| 3M | -19.2% | -3.2% | -15.9% | -14.0% |
| 6M | -29.3% | -3.8% | -25.5% | -24.9% |
| YTD | -18.0% | -2.0% | -16.0% | -14.6% |
| 1Y | -15.1% | -0.8% | -14.3% | -18.2% |
| All | -15.1% | -0.4% | -14.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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