+95.0%
AMT vs VMC
+149.2%
-54.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.3% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | +1.8% | -9.1% | +11.0% | +3.8% |
| 3M | -6.2% | -4.1% | -2.0% | -5.7% |
| 6M | -5.0% | -5.5% | +0.5% | -4.3% |
| YTD | +2.1% | -8.9% | +11.0% | +3.3% |
| 1Y | -5.7% | -12.9% | +7.2% | -3.8% |
| 3Y | +7.9% | +22.1% | -14.2% | +0.6% |
| 5Y | -32.3% | +52.7% | -85.0% | -40.6% |
| 10Y | +95.0% | +152.7% | -57.7% | +45.5% |
| All | +95.0% | +149.2% | -54.2% | +45.5% |
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