+118.5%
AMT vs VT
+214.8%
-96.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +2.3% |
| 7D | +4.4% | -4.2% | +8.5% | +7.3% |
| 30D | +17.7% | -5.8% | +23.5% | +22.3% |
| 3M | +16.7% | -5.2% | +21.9% | +20.8% |
| 6M | +11.1% | +0.1% | +11.0% | +10.1% |
| YTD | +13.9% | +8.2% | +5.6% | +6.4% |
| 1Y | +12.5% | +10.1% | +2.4% | +3.8% |
| 3Y | +13.2% | +69.7% | -56.5% | -27.0% |
| 5Y | -17.9% | +53.4% | -71.2% | -43.0% |
| All | +118.5% | +214.8% | -96.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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