+140.1%
AMT vs VCLT
+22.0%
+118.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | -2.2% | -1.9% | -0.3% | -1.0% |
| 30D | +5.8% | +1.4% | +4.3% | +4.8% |
| 3M | +12.6% | -1.8% | +14.3% | +13.8% |
| 6M | +8.3% | -3.9% | +12.2% | +10.9% |
| YTD | +11.4% | -3.9% | +15.3% | +14.1% |
| 1Y | +7.7% | -4.7% | +12.4% | +10.9% |
| 3Y | +14.8% | +14.1% | +0.7% | +6.5% |
| 5Y | -18.0% | -16.6% | -1.3% | -12.8% |
| All | +140.1% | +22.0% | +118.1% | +113.8% |
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