-14.7%
AMRZ vs VLTO
+0.2%
-14.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | -16.9% | -0.9% | -16.1% | -16.7% |
| 3M | -19.2% | +13.8% | -33.0% | -22.8% |
| 6M | -29.3% | +2.0% | -31.3% | -30.3% |
| YTD | -18.0% | -3.2% | -14.8% | -18.5% |
| 1Y | -15.1% | -9.2% | -5.9% | -14.1% |
| All | -14.7% | +0.2% | -14.9% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling