-30.2%
AMT vs VTV
+79.8%
-110.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +1.5% | -0.7% | +2.1% | +2.0% |
| 30D | +3.7% | -0.5% | +4.2% | +4.1% |
| 3M | -7.2% | +5.3% | -12.5% | -11.1% |
| 6M | -4.2% | +12.9% | -17.0% | -13.2% |
| YTD | +1.9% | +18.5% | -16.6% | -11.4% |
| 1Y | -6.4% | +25.3% | -31.6% | -22.2% |
| 3Y | +7.7% | +68.2% | -60.5% | -33.9% |
| All | -30.2% | +79.8% | -110.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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