+133.7%
AMT vs VIG
+259.6%
-126.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.5% |
| 7D | +1.6% | +1.0% | +0.7% | +0.8% |
| 30D | +4.5% | +4.5% | -0.1% | +0.6% |
| 3M | +13.8% | +2.1% | +11.7% | +11.8% |
| 6M | +10.0% | +10.5% | -0.4% | +1.0% |
| YTD | +11.8% | +15.1% | -3.3% | -1.1% |
| 1Y | +10.2% | +16.9% | -6.7% | -3.7% |
| 3Y | +15.1% | +65.6% | -50.4% | -27.7% |
| 5Y | -18.8% | +64.4% | -83.2% | -48.7% |
| 10Y | +133.7% | +260.6% | -127.0% | -24.5% |
| All | +133.7% | +259.6% | -126.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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