-16.6%
AMRZ vs VLTO
+21.9%
-38.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +13.0% | +17.5% | -4.5% | +6.3% |
| 3M | -12.1% | +21.4% | -33.5% | -18.3% |
| 6M | -19.1% | +38.1% | -57.3% | -28.7% |
| YTD | -23.3% | +19.0% | -42.3% | -29.6% |
| 1Y | -16.6% | +20.7% | -37.2% | -24.0% |
| All | -16.6% | +21.9% | -38.5% | -24.0% |
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