-7.3%
AMT vs VEEV
-7.5%
+0.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -2.7% | -8.2% | +5.5% | -2.1% |
| 30D | +2.0% | +10.3% | -8.3% | +1.1% |
| 3M | -9.3% | +59.4% | -68.6% | -12.6% |
| 6M | -5.2% | +37.6% | -42.8% | -8.5% |
| YTD | +0.5% | +16.9% | -16.5% | -2.9% |
| 1Y | -7.3% | -5.0% | -2.3% | -7.6% |
| All | -7.3% | -7.5% | +0.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEEV 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling