+1,214.0%
AMT vs VWO
+326.6%
+887.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.7% |
| 30D | +1.8% | +1.3% | +0.6% | +1.1% |
| 3M | -6.2% | +5.1% | -11.3% | -9.2% |
| 6M | -5.0% | +12.5% | -17.5% | -11.8% |
| YTD | +2.1% | +14.0% | -12.0% | -6.1% |
| 1Y | -5.7% | +19.7% | -25.5% | -15.8% |
| 3Y | +7.9% | +66.8% | -58.9% | -21.0% |
| 5Y | -32.3% | +36.2% | -68.5% | -45.1% |
| 10Y | +95.0% | +111.0% | -16.0% | +19.6% |
| All | +1,214.0% | +326.6% | +887.3% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VWO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling