-14.7%
AMRZ vs VLTO
+18.3%
-33.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +1.2% | +5.4% | -4.2% | -0.8% |
| 30D | +15.1% | +22.3% | -7.3% | +6.6% |
| 3M | -18.1% | +19.6% | -37.7% | -23.4% |
| 6M | -23.5% | +35.2% | -58.6% | -31.9% |
| YTD | -21.6% | +17.9% | -39.5% | -27.8% |
| 1Y | -14.7% | +19.5% | -34.3% | -21.8% |
| All | -14.7% | +18.3% | -33.0% | -21.8% |
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