-6.7%
AMSF vs VT
+224.5%
-231.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -12.9% | +1.0% | -13.9% | -13.4% |
| 3M | -14.5% | +2.4% | -16.9% | -16.1% |
| 6M | -25.2% | +12.0% | -37.2% | -31.0% |
| YTD | -30.6% | +15.3% | -45.9% | -37.3% |
| 1Y | -41.0% | +22.6% | -63.6% | -48.9% |
| 3Y | -36.1% | +74.7% | -110.8% | -57.1% |
| 5Y | -29.7% | +66.1% | -95.8% | -51.4% |
| All | -6.7% | +224.5% | -231.2% | -62.8% |
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 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