+100.6%
AMT vs VCLT
+17.0%
+83.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -1.9% |
| 30D | +2.0% | -1.1% | +3.1% | +2.7% |
| 3M | -9.3% | -3.7% | -5.6% | -7.2% |
| 6M | -5.2% | -4.0% | -1.2% | -2.9% |
| YTD | +0.5% | -3.4% | +3.8% | +2.5% |
| 1Y | -7.3% | -4.1% | -3.1% | -4.9% |
| 3Y | +6.2% | +11.0% | -4.7% | -0.1% |
| 5Y | -31.2% | -17.0% | -14.2% | -26.4% |
| All | +100.6% | +17.0% | +83.5% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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