+42.8%
AMX vs VT
+345.0%
-302.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +4.2% |
| 7D | +4.1% | -4.2% | +8.2% | +8.1% |
| 30D | +12.3% | -5.8% | +18.1% | +18.4% |
| 3M | +4.5% | -5.2% | +9.8% | +9.6% |
| 6M | -6.7% | +0.1% | -6.9% | -7.5% |
| YTD | +22.9% | +8.2% | +14.7% | +13.2% |
| 1Y | +10.6% | +10.1% | +0.5% | +0.1% |
| 3Y | +56.0% | +69.7% | -13.7% | -8.4% |
| 5Y | +54.4% | +53.4% | +1.0% | -2.2% |
| 10Y | +158.6% | +219.2% | -60.6% | -22.7% |
| All | +42.8% | +345.0% | -302.2% | -69.5% |
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 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