+1,431.6%
AMT vs VSH
+264.9%
+1,166.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.4% | -4.3% |
| 7D | +0.5% | -12.9% | +13.5% | +3.7% |
| 30D | +13.6% | -36.9% | +50.5% | +26.7% |
| 3M | +11.5% | -28.8% | +40.2% | +19.0% |
| 6M | +6.9% | -30.3% | +37.2% | +8.4% |
| YTD | +10.8% | +62.4% | -51.5% | -14.6% |
| 1Y | +10.3% | +62.5% | -52.2% | -15.4% |
| 3Y | +12.4% | +7.4% | +5.0% | -10.1% |
| 5Y | -20.1% | +25.4% | -45.5% | -40.8% |
| 10Y | +116.8% | +102.6% | +14.2% | +21.7% |
| All | +1,431.6% | +264.9% | +1,166.7% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling