-92.7%
AMSC vs VT
+356.1%
-448.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +0.2% | -1.6% | +1.8% | +2.8% |
| 30D | -7.8% | -2.5% | -5.3% | -3.5% |
| 3M | -10.7% | -1.3% | -9.4% | -8.0% |
| 6M | -47.3% | +3.1% | -50.4% | -48.1% |
| YTD | -3.8% | +10.9% | -14.8% | -14.1% |
| 1Y | -54.3% | +12.1% | -66.4% | -59.3% |
| 3Y | +257.2% | +73.9% | +183.3% | +80.0% |
| 5Y | +52.3% | +58.0% | -5.6% | -4.6% |
| 10Y | +313.8% | +225.5% | +88.3% | -1.6% |
| All | -92.7% | +356.1% | -448.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling