-5.7%
AMT vs VMC
-11.8%
+6.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | +1.8% | -9.1% | +11.0% | +2.9% |
| 3M | -6.2% | -4.1% | -2.0% | -6.2% |
| 6M | -5.0% | -5.5% | +0.5% | -4.6% |
| YTD | +2.1% | -8.9% | +11.0% | +3.0% |
| 1Y | -5.7% | -12.9% | +7.2% | -4.9% |
| All | -5.7% | -11.8% | +6.1% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling