+501.0%
AMT vs VCIT
+98.3%
+402.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | +4.6% | -0.8% | +5.4% | +5.5% |
| 3M | -8.4% | -1.0% | -7.4% | -7.5% |
| 6M | -6.0% | -1.8% | -4.2% | -4.2% |
| YTD | +2.1% | -0.7% | +2.8% | +2.9% |
| 1Y | -6.4% | +1.0% | -7.4% | -7.3% |
| 3Y | +8.1% | +18.8% | -10.8% | -7.9% |
| 5Y | -31.9% | +3.5% | -35.4% | -36.9% |
| 10Y | +97.1% | +29.2% | +67.9% | +68.2% |
| All | +501.0% | +98.3% | +402.8% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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