+501.0%
AMT vs VCLT
+103.4%
+397.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +4.6% | -0.9% | +5.5% | +5.0% |
| 3M | -8.4% | -3.2% | -5.2% | -7.2% |
| 6M | -6.0% | -3.8% | -2.2% | -4.5% |
| YTD | +2.1% | -2.0% | +4.1% | +3.0% |
| 1Y | -6.4% | -0.8% | -5.6% | -6.1% |
| 3Y | +8.1% | +12.3% | -4.2% | +3.2% |
| 5Y | -31.9% | -15.4% | -16.5% | -30.2% |
| 10Y | +97.1% | +15.7% | +81.4% | +94.4% |
| All | +501.0% | +103.4% | +397.6% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling