+39.0%
AMX vs VT
+66.2%
-27.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -4.2% | +1.0% | -5.2% | -4.8% |
| 3M | -8.1% | +2.4% | -10.5% | -9.5% |
| 6M | -7.3% | +12.0% | -19.3% | -13.5% |
| YTD | +12.6% | +15.3% | -2.7% | +3.4% |
| 1Y | +19.4% | +22.6% | -3.2% | +5.7% |
| 3Y | +31.3% | +74.7% | -43.3% | -5.6% |
| All | +39.0% | +66.2% | -27.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling