+36.5%
AMT vs VLTO
+56.4%
-19.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.8% |
| 7D | +1.5% | +1.0% | +0.5% | +1.3% |
| 30D | +6.8% | +17.5% | -10.7% | +3.3% |
| 3M | +11.2% | +21.4% | -10.2% | +6.8% |
| 6M | +12.5% | +38.1% | -25.7% | +5.5% |
| YTD | +12.5% | +19.0% | -6.5% | +8.2% |
| 1Y | +10.1% | +20.7% | -10.5% | +5.5% |
| 3Y | +16.0% | +64.3% | -48.3% | +5.8% |
| All | +36.5% | +56.4% | -19.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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