-20.6%
AMT vs VIG
+63.4%
-84.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.7% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +3.7% | +4.3% | -0.6% | +0.4% |
| 3M | +10.7% | +2.0% | +8.7% | +9.0% |
| 6M | +9.3% | +10.2% | -0.9% | +1.3% |
| YTD | +10.9% | +14.8% | -3.8% | -0.4% |
| 1Y | +10.5% | +17.5% | -6.9% | -2.6% |
| 3Y | +15.5% | +67.4% | -51.9% | -28.4% |
| 5Y | -20.6% | +63.4% | -84.0% | -50.1% |
| All | -20.6% | +63.4% | -84.0% | -50.1% |
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