+12.4%
AMT vs VFC
+52.5%
-40.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +3.8% |
| 7D | +6.0% | +21.5% | -15.4% | +5.2% |
| 30D | +20.1% | +46.7% | -26.6% | +18.4% |
| 3M | +12.4% | +38.4% | -26.0% | +10.8% |
| 6M | +9.9% | +15.2% | -5.3% | +8.4% |
| YTD | +14.4% | +17.8% | -3.4% | +12.0% |
| 1Y | +12.4% | +55.6% | -43.1% | +9.4% |
| All | +12.4% | +52.5% | -40.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling