-97.5%
AMWL vs VT
+115.8%
-213.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.0% |
| 7D | -1.4% | +2.4% | -3.8% | -4.8% |
| 30D | -3.4% | -1.5% | -1.9% | -0.8% |
| 3M | -9.3% | -4.1% | -5.2% | -3.3% |
| 6M | +51.9% | +0.6% | +51.3% | +49.0% |
| YTD | +139.1% | +11.0% | +128.1% | +99.8% |
| 1Y | +194.2% | +13.3% | +180.9% | +137.5% |
| 3Y | -52.7% | +73.4% | -126.1% | -80.1% |
| 5Y | -93.2% | +57.4% | -150.7% | -96.8% |
| All | -97.5% | +115.8% | -213.3% | -98.9% |
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