+106.2%
AMT vs VWO
+117.1%
-10.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +1.1% | -1.8% | +2.9% | +2.0% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -5.2% | +2.2% | -7.4% | -6.5% |
| 6M | -0.8% | +8.8% | -9.6% | -5.5% |
| YTD | +3.3% | +12.4% | -9.1% | -3.4% |
| 1Y | -6.0% | +15.6% | -21.6% | -13.5% |
| 3Y | +9.6% | +62.5% | -52.9% | -16.8% |
| 5Y | -29.2% | +34.3% | -63.5% | -41.2% |
| All | +106.2% | +117.1% | -10.9% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling