-97.1%
AMST vs VT
+57.9%
-155.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.8% | -1.6% | +3.4% | +3.3% |
| 30D | -39.0% | -2.5% | -36.5% | -37.7% |
| 3M | -45.9% | -1.3% | -44.6% | -45.3% |
| 6M | -45.4% | +3.1% | -48.5% | -47.3% |
| YTD | -69.7% | +10.9% | -80.6% | -72.9% |
| 1Y | -82.9% | +12.1% | -95.0% | -84.8% |
| 3Y | -74.0% | +73.9% | -147.9% | -85.4% |
| All | -97.1% | +57.9% | -155.0% | -98.3% |
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