+95.0%
AMT vs VFC
-69.1%
+164.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +1.8% | -11.9% | +13.8% | +3.4% |
| 3M | -6.2% | -20.2% | +14.0% | -4.1% |
| 6M | -5.0% | -23.0% | +18.0% | -2.7% |
| YTD | +2.1% | -26.2% | +28.3% | +4.8% |
| 1Y | -5.7% | -13.3% | +7.6% | -5.8% |
| 3Y | +7.9% | -25.5% | +33.4% | +1.4% |
| 5Y | -32.3% | -78.1% | +45.8% | -15.8% |
| 10Y | +95.0% | -68.8% | +163.8% | +119.9% |
| All | +95.0% | -69.1% | +164.1% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling