+608.7%
AMT vs VIG
+623.5%
-14.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | +4.6% | -1.0% | +5.6% | +5.6% |
| 3M | -8.4% | +2.8% | -11.2% | -11.0% |
| 6M | -6.0% | +8.2% | -14.2% | -13.2% |
| YTD | +2.1% | +11.0% | -8.9% | -8.1% |
| 1Y | -6.4% | +16.1% | -22.5% | -19.5% |
| 3Y | +8.1% | +56.2% | -48.1% | -32.1% |
| 5Y | -31.9% | +63.0% | -94.9% | -59.1% |
| 10Y | +97.1% | +241.4% | -144.3% | -45.7% |
| All | +608.7% | +623.5% | -14.8% | -17.9% |
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