-11.1%
AMRZ vs VIG
+17.0%
-28.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | -2.3% |
| 7D | -1.1% | +0.4% | -1.5% | -2.0% |
| 30D | +18.3% | +4.3% | +14.0% | +8.8% |
| 3M | -8.0% | +2.0% | -10.0% | -11.6% |
| 6M | -18.7% | +10.2% | -28.9% | -32.9% |
| YTD | -19.8% | +14.8% | -34.6% | -38.5% |
| All | -11.1% | +17.0% | -28.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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