+669.1%
AMT vs VIG
+630.3%
+38.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +0.5% | -1.8% | +2.3% | +2.2% |
| 30D | +13.6% | +2.7% | +10.9% | +10.7% |
| 3M | +11.5% | 0.0% | +11.5% | +11.5% |
| 6M | +6.9% | +6.8% | +0.2% | +0.1% |
| YTD | +10.8% | +12.1% | -1.2% | -1.2% |
| 1Y | +10.3% | +14.8% | -4.5% | -4.0% |
| 3Y | +12.4% | +62.4% | -50.0% | -32.2% |
| 5Y | -20.1% | +59.6% | -79.6% | -50.8% |
| 10Y | +116.8% | +261.5% | -144.6% | -43.7% |
| All | +669.1% | +630.3% | +38.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling