-17.9%
AMSF vs VT
+228.2%
-246.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.8% |
| 7D | -19.6% | -0.3% | -19.3% | -19.4% |
| 30D | -12.6% | -1.4% | -11.2% | -11.9% |
| 3M | -30.5% | -1.4% | -29.2% | -30.0% |
| 6M | -30.2% | +5.5% | -35.7% | -33.0% |
| YTD | -44.8% | +12.8% | -57.6% | -49.4% |
| 1Y | -45.2% | +15.4% | -60.6% | -50.6% |
| 3Y | -48.7% | +76.9% | -125.6% | -66.0% |
| 5Y | -47.8% | +60.4% | -108.2% | -63.1% |
| All | -17.9% | +228.2% | -246.1% | -66.2% |
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