+133.7%
AMT vs VMC
+136.9%
-3.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +4.5% | +17.7% | -13.2% | +0.7% |
| 3M | +13.8% | +1.1% | +12.7% | +13.3% |
| 6M | +10.0% | +1.8% | +8.2% | +9.0% |
| YTD | +11.8% | +1.5% | +10.3% | +10.4% |
| 1Y | +10.2% | -1.1% | +11.4% | +9.5% |
| 3Y | +15.1% | +38.8% | -23.6% | +4.0% |
| 5Y | -18.8% | +49.6% | -68.4% | -29.1% |
| 10Y | +133.7% | +130.6% | +3.1% | +74.1% |
| All | +133.7% | +136.9% | -3.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling