-17.0%
AMRZ vs VLTO
+21.5%
-38.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +2.5% | +12.0% | -9.5% | -1.5% |
| 30D | +14.4% | +20.8% | -6.4% | +7.0% |
| 3M | -19.2% | +20.1% | -39.3% | -24.2% |
| 6M | -19.7% | +32.6% | -52.3% | -27.5% |
| YTD | -20.2% | +17.3% | -37.5% | -25.9% |
| 1Y | -15.1% | +17.3% | -32.4% | -21.3% |
| All | -17.0% | +21.5% | -38.4% | -21.1% |
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