-20.6%
AMT vs VMC
+43.6%
-64.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +3.7% | +18.6% | -14.9% | -0.9% |
| 3M | +10.7% | +2.0% | +8.7% | +9.9% |
| 6M | +9.3% | +2.6% | +6.7% | +7.8% |
| YTD | +10.9% | +2.3% | +8.7% | +9.0% |
| 1Y | +10.5% | +1.7% | +8.8% | +8.7% |
| 3Y | +15.5% | +41.7% | -26.2% | -2.8% |
| 5Y | -20.6% | +46.6% | -67.2% | -37.2% |
| All | -20.6% | +43.6% | -64.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling