-32.3%
AMT vs VIG
+63.6%
-95.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | +1.8% | -2.1% | +3.9% | +3.4% |
| 3M | -6.2% | +3.3% | -9.5% | -8.6% |
| 6M | -5.0% | +9.3% | -14.3% | -11.3% |
| YTD | +2.1% | +10.1% | -8.1% | -5.5% |
| 1Y | -5.7% | +14.7% | -20.5% | -15.5% |
| 3Y | +7.9% | +56.9% | -49.0% | -29.1% |
| 5Y | -32.3% | +62.9% | -95.3% | -57.7% |
| All | -32.3% | +63.6% | -95.9% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling