-32.3%
AMT vs VCLT
-15.1%
-17.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +1.8% | -0.6% | +2.4% | +2.3% |
| 3M | -6.2% | -2.2% | -3.9% | -4.6% |
| 6M | -5.0% | -2.9% | -2.1% | -2.9% |
| YTD | +2.1% | -2.1% | +4.1% | +3.6% |
| 1Y | -5.7% | -2.6% | -3.2% | -3.9% |
| 3Y | +7.9% | +12.5% | -4.6% | -2.0% |
| 5Y | -32.3% | -15.3% | -17.0% | -30.5% |
| All | -32.3% | -15.1% | -17.2% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling