-18.5%
AMRZ vs VLTO
+22.0%
-40.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +1.2% | +5.4% | -4.2% | -0.6% |
| 30D | +15.1% | +22.3% | -7.3% | +7.2% |
| 3M | -18.1% | +19.6% | -37.7% | -23.1% |
| 6M | -23.5% | +35.2% | -58.6% | -31.3% |
| YTD | -21.6% | +17.9% | -39.5% | -27.4% |
| 1Y | -14.7% | +19.5% | -34.3% | -21.4% |
| All | -18.5% | +22.0% | -40.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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