+1,431.6%
AMT vs VFC
+290.3%
+1,141.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.5% | +11.2% | -10.7% | -2.0% |
| 30D | +13.6% | +41.5% | -27.9% | +4.4% |
| 3M | +11.5% | +38.9% | -27.5% | +2.7% |
| 6M | +6.9% | +6.1% | +0.8% | +3.8% |
| YTD | +10.8% | +14.5% | -3.7% | +4.6% |
| 1Y | +10.3% | +46.0% | -35.6% | -2.5% |
| 3Y | +12.4% | +36.4% | -24.0% | -13.1% |
| 5Y | -20.1% | -67.5% | +47.5% | -5.7% |
| 10Y | +116.8% | -45.8% | +162.7% | +91.3% |
| All | +1,431.6% | +290.3% | +1,141.3% | +480.3% |
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