-97.3%
AMST vs VT
+53.2%
-150.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -1.7% |
| 7D | -5.4% | -4.2% | -1.2% | -1.5% |
| 30D | -42.2% | -5.8% | -36.4% | -38.9% |
| 3M | -44.7% | -5.2% | -39.4% | -41.8% |
| 6M | -45.1% | +0.1% | -45.2% | -45.4% |
| YTD | -71.6% | +8.2% | -79.8% | -74.0% |
| 1Y | -83.1% | +10.1% | -93.2% | -84.8% |
| 3Y | -75.6% | +69.7% | -145.2% | -86.0% |
| 5Y | -97.3% | +53.4% | -150.7% | -98.4% |
| All | -97.3% | +53.2% | -150.5% | -98.4% |
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