-15.1%
AMRZ vs VLTO
+17.3%
-32.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +2.5% | +12.0% | -9.5% | -1.8% |
| 30D | +14.4% | +20.8% | -6.4% | +6.4% |
| 3M | -19.2% | +20.1% | -39.3% | -24.6% |
| 6M | -19.7% | +32.6% | -52.3% | -28.2% |
| YTD | -20.2% | +17.3% | -37.5% | -26.4% |
| 1Y | -15.1% | +17.3% | -32.4% | -21.7% |
| All | -15.1% | +17.3% | -32.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling