-97.3%
AMWL vs VT
+119.3%
-216.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -5.7% |
| 7D | -12.5% | -0.3% | -12.2% | -11.9% |
| 30D | -2.9% | -1.4% | -1.5% | -0.5% |
| 3M | +18.5% | -1.4% | +19.9% | +21.1% |
| 6M | +92.4% | +5.5% | +86.9% | +75.5% |
| YTD | +151.5% | +12.8% | +138.7% | +105.3% |
| 1Y | +144.6% | +15.4% | +129.1% | +92.0% |
| 3Y | -56.5% | +76.9% | -133.4% | -82.3% |
| 5Y | -93.4% | +60.4% | -153.8% | -96.9% |
| All | -97.3% | +119.3% | -216.6% | -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 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