+1,311.4%
AMT vs VFC
+156.1%
+1,155.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.6% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +4.6% | -11.6% | +16.3% | +7.7% |
| 3M | -8.4% | -18.1% | +9.7% | -5.1% |
| 6M | -6.0% | -27.4% | +21.3% | -0.3% |
| YTD | +2.1% | -24.8% | +26.9% | +6.9% |
| 1Y | -6.4% | -8.2% | +1.8% | -8.0% |
| 3Y | +8.1% | -29.1% | +37.2% | -2.0% |
| 5Y | -31.9% | -79.2% | +47.2% | -10.6% |
| 10Y | +97.1% | -68.1% | +165.2% | +100.8% |
| All | +1,311.4% | +156.1% | +1,155.2% | +493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling