-97.3%
AMWL vs VT
+117.8%
-215.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +0.7% |
| 7D | -0.3% | -0.7% | +0.4% | +0.6% |
| 30D | -1.0% | -1.7% | +0.8% | +2.0% |
| 3M | -5.2% | -2.3% | -2.9% | -1.9% |
| 6M | +51.0% | +1.5% | +49.5% | +46.0% |
| YTD | +150.7% | +12.0% | +138.7% | +106.6% |
| 1Y | +215.6% | +12.9% | +202.8% | +156.8% |
| 3Y | -45.0% | +74.9% | -120.0% | -77.2% |
| 5Y | -92.5% | +59.9% | -152.4% | -96.5% |
| All | -97.3% | +117.8% | -215.1% | -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