+35.9%
AMSC vs VT
+53.2%
-17.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | +1.0% |
| 7D | -14.5% | -4.2% | -10.3% | -5.5% |
| 30D | -24.7% | -5.8% | -18.9% | -12.7% |
| 3M | -27.2% | -5.2% | -22.0% | -16.6% |
| 6M | -56.4% | +0.1% | -56.5% | -54.9% |
| YTD | -16.7% | +8.2% | -24.9% | -26.4% |
| 1Y | -59.6% | +10.1% | -69.8% | -65.2% |
| 3Y | +209.4% | +69.7% | +139.8% | +18.8% |
| 5Y | +35.9% | +53.4% | -17.5% | -33.8% |
| All | +35.9% | +53.2% | -17.3% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling