-90.6%
AMTX vs VT
+374.2%
-464.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +0.4% | -2.1% | -1.9% |
| 30D | +18.1% | +1.0% | +17.1% | +17.5% |
| 3M | -25.6% | +2.4% | -28.0% | -26.4% |
| 6M | +31.7% | +12.0% | +19.7% | +23.0% |
| YTD | +31.7% | +15.3% | +16.3% | +21.1% |
| 1Y | -24.7% | +22.6% | -47.3% | -32.6% |
| 3Y | -62.5% | +74.7% | -137.2% | -71.4% |
| 5Y | -84.9% | +66.1% | -151.0% | -88.0% |
| 10Y | +28.0% | +225.0% | -197.0% | -5.5% |
| All | -90.6% | +374.2% | -464.7% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling