-17.9%
AMSF vs VT
+214.8%
-232.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +2.4% |
| 7D | -12.0% | -4.2% | -7.8% | -9.7% |
| 30D | -13.9% | -5.8% | -8.1% | -10.8% |
| 3M | -30.7% | -5.2% | -25.5% | -28.6% |
| 6M | -29.6% | +0.1% | -29.7% | -30.2% |
| YTD | -44.8% | +8.2% | -53.0% | -48.2% |
| 1Y | -45.2% | +10.1% | -55.3% | -49.2% |
| 3Y | -48.7% | +69.7% | -118.4% | -65.2% |
| 5Y | -49.5% | +53.4% | -102.8% | -63.3% |
| All | -17.9% | +214.8% | -232.7% | -65.4% |
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