-98.3%
AMST vs VT
+132.3%
-230.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +10.2% | +1.0% | +9.2% | +9.2% |
| 3M | -23.0% | +2.4% | -25.4% | -24.5% |
| 6M | -35.5% | +12.0% | -47.5% | -42.8% |
| YTD | -43.4% | +15.3% | -58.7% | -51.3% |
| 1Y | -59.6% | +22.6% | -82.2% | -67.2% |
| 3Y | -58.7% | +74.7% | -133.4% | -77.1% |
| 5Y | -95.6% | +66.1% | -161.7% | -97.4% |
| All | -98.3% | +132.3% | -230.6% | -99.0% |
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 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