+95.0%
AMT vs VO
+192.5%
-97.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | +1.8% | -1.1% | +2.9% | +2.6% |
| 3M | -6.2% | +4.5% | -10.7% | -9.2% |
| 6M | -5.0% | +11.1% | -16.1% | -11.9% |
| YTD | +2.1% | +13.5% | -11.5% | -6.9% |
| 1Y | -5.7% | +14.5% | -20.2% | -14.6% |
| 3Y | +7.9% | +58.1% | -50.2% | -24.1% |
| 5Y | -32.3% | +43.3% | -75.6% | -49.3% |
| 10Y | +95.0% | +193.2% | -98.2% | -15.1% |
| All | +95.0% | +192.5% | -97.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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