-18.7%
AMRZ vs VIG
+29.6%
-48.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -2.1% |
| 7D | -5.5% | -0.3% | -5.1% | -4.9% |
| 30D | +15.6% | +4.9% | +10.7% | +5.9% |
| 3M | -12.1% | +2.9% | -15.0% | -16.6% |
| 6M | -19.4% | +11.2% | -30.7% | -33.5% |
| YTD | -21.9% | +16.0% | -37.8% | -39.8% |
| 1Y | -15.0% | +17.0% | -32.0% | -35.4% |
| All | -18.7% | +29.6% | -48.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling