+95.0%
AMT vs VSH
+170.2%
-75.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.2% | +6.2% | -6.4% | -0.8% |
| 30D | +1.8% | -11.1% | +13.0% | +3.0% |
| 3M | -6.2% | -44.9% | +38.7% | -0.9% |
| 6M | -5.0% | +90.0% | -94.9% | -16.4% |
| YTD | +2.1% | +118.8% | -116.7% | -12.6% |
| 1Y | -5.7% | +109.0% | -114.7% | -19.2% |
| 3Y | +7.9% | +35.6% | -27.7% | -2.4% |
| 5Y | -32.3% | +66.7% | -99.0% | -42.6% |
| 10Y | +95.0% | +167.9% | -72.9% | +41.9% |
| All | +95.0% | +170.2% | -75.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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