-18.1%
AMRZ vs VLTO
+23.2%
-41.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | +16.2% | +22.0% | -5.8% | +8.3% |
| 3M | -8.9% | +21.9% | -30.8% | -15.1% |
| 6M | -20.1% | +36.5% | -56.6% | -28.5% |
| YTD | -21.3% | +19.0% | -40.3% | -27.3% |
| 1Y | -12.6% | +21.0% | -33.6% | -19.8% |
| All | -18.1% | +23.2% | -41.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling