-35.5%
AMTX vs VT
+221.8%
-257.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.5% | -9.4% |
| 7D | -25.9% | +2.4% | -28.3% | -28.1% |
| 30D | -16.1% | -1.5% | -14.6% | -15.7% |
| 3M | -31.0% | -4.1% | -26.9% | -28.1% |
| 6M | -45.7% | +0.6% | -46.3% | -46.9% |
| YTD | -13.7% | +11.0% | -24.7% | -28.3% |
| 1Y | -38.5% | +13.3% | -51.8% | -50.2% |
| 3Y | -72.7% | +73.4% | -146.1% | -87.4% |
| 5Y | -94.2% | +57.4% | -151.7% | -96.8% |
| All | -35.5% | +221.8% | -257.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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