-18.1%
AMRZ vs VO
+22.1%
-40.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.2% | -0.2% | +0.4% | +0.5% |
| 30D | +16.2% | +0.5% | +15.7% | +15.4% |
| 3M | -8.9% | -1.1% | -7.8% | -7.3% |
| 6M | -20.1% | +6.4% | -26.5% | -26.9% |
| YTD | -21.3% | +13.5% | -34.8% | -33.7% |
| 1Y | -12.6% | +13.6% | -26.2% | -26.5% |
| All | -18.1% | +22.1% | -40.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling