-97.4%
AMWL vs VT
+110.8%
-208.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.0% |
| 7D | -6.4% | -2.3% | -4.1% | -3.4% |
| 30D | -5.8% | -5.0% | -0.8% | +2.0% |
| 3M | -7.9% | -4.9% | -3.0% | -0.7% |
| 6M | +66.6% | -1.5% | +68.1% | +68.4% |
| YTD | +142.6% | +8.5% | +134.1% | +109.7% |
| 1Y | +191.2% | +11.4% | +179.8% | +140.7% |
| 3Y | -51.2% | +70.1% | -121.3% | -78.9% |
| 5Y | -93.6% | +53.7% | -147.3% | -96.8% |
| All | -97.4% | +110.8% | -208.3% | -98.8% |
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