-51.9%
AMSF vs VT
+53.4%
-105.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | -6.3% | -2.3% | -4.0% | -5.6% |
| 30D | -19.3% | -5.0% | -14.4% | -18.0% |
| 3M | -33.0% | -4.9% | -28.1% | -31.9% |
| 6M | -31.8% | -1.5% | -30.3% | -31.8% |
| YTD | -46.8% | +8.5% | -55.3% | -49.0% |
| 1Y | -47.1% | +11.4% | -58.5% | -49.9% |
| 3Y | -50.3% | +70.1% | -120.4% | -61.5% |
| All | -51.9% | +53.4% | -105.3% | -61.0% |
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