-20.5%
AOMR vs VT
+13.3%
-33.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | 0.0% | -12.2% | -12.2% |
| 7D | -15.1% | -1.6% | -13.5% | -14.5% |
| 30D | -14.2% | -2.5% | -11.7% | -13.1% |
| 3M | -25.7% | -1.3% | -24.4% | -25.1% |
| 6M | -26.6% | +3.1% | -29.7% | -27.9% |
| YTD | -18.4% | +10.9% | -29.3% | -23.2% |
| All | -20.5% | +13.3% | -33.8% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling