-31.2%
AMT vs VTEB
+0.8%
-32.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | +0.4% |
| 7D | -2.7% | -1.2% | -1.5% | +0.3% |
| 30D | +2.0% | -2.9% | +4.9% | +9.6% |
| 3M | -9.3% | -3.2% | -6.1% | -1.9% |
| 6M | -5.2% | -2.6% | -2.6% | +1.3% |
| YTD | +0.5% | -1.8% | +2.3% | +5.1% |
| 1Y | -7.3% | +0.2% | -7.5% | -7.9% |
| 3Y | +6.2% | +8.2% | -2.0% | -12.6% |
| 5Y | -31.2% | +0.8% | -32.0% | -39.7% |
| All | -31.2% | +0.8% | -32.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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