+158.0%
AMT vs VTEB
+26.0%
+132.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.6% |
| 7D | +1.5% | -0.7% | +2.1% | +2.4% |
| 30D | +3.7% | -2.1% | +5.8% | +6.7% |
| 3M | -7.2% | -2.7% | -4.5% | -3.7% |
| 6M | -4.2% | -2.1% | -2.0% | -1.3% |
| YTD | +1.9% | -1.1% | +3.0% | +3.5% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.9% |
| 3Y | +7.7% | +9.0% | -1.3% | -2.6% |
| 5Y | -30.9% | +1.5% | -32.4% | -33.2% |
| 10Y | +105.4% | +18.5% | +86.9% | +79.4% |
| All | +158.0% | +26.0% | +132.0% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling