+230.1%
AMSF vs VT
+356.1%
-126.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -19.5% | -1.6% | -17.9% | -18.5% |
| 30D | -13.1% | -2.5% | -10.6% | -11.6% |
| 3M | -31.0% | -1.3% | -29.7% | -30.4% |
| 6M | -30.1% | +3.1% | -33.1% | -32.1% |
| YTD | -44.4% | +10.9% | -55.3% | -49.1% |
| 1Y | -44.3% | +12.1% | -56.4% | -49.5% |
| 3Y | -48.3% | +73.9% | -122.2% | -66.6% |
| 5Y | -48.1% | +58.0% | -106.1% | -64.5% |
| 10Y | -15.2% | +225.5% | -240.7% | -67.4% |
| All | +230.1% | +356.1% | -126.0% | -13.6% |
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