+268.8%
AMSC vs VT
+231.8%
+37.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -8.3% |
| 7D | -6.8% | -0.3% | -6.5% | -6.5% |
| 30D | -12.4% | -1.4% | -11.0% | -9.7% |
| 3M | -21.5% | -1.4% | -20.1% | -19.0% |
| 6M | -47.8% | +5.5% | -53.3% | -51.1% |
| YTD | -8.8% | +12.8% | -21.6% | -22.8% |
| 1Y | -53.3% | +15.4% | -68.8% | -61.6% |
| 3Y | +238.8% | +76.9% | +162.0% | +51.2% |
| 5Y | +47.5% | +60.4% | -12.9% | -18.0% |
| 10Y | +268.8% | +232.8% | +36.0% | -13.5% |
| All | +268.8% | +231.8% | +37.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling