-2.6%
AOMR vs VT
+74.1%
-76.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.0% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -14.0% | -2.6% | -11.5% | -12.4% |
| 3M | -28.0% | -3.2% | -24.8% | -26.3% |
| 6M | -23.7% | +0.9% | -24.6% | -24.3% |
| YTD | -18.9% | +11.3% | -30.2% | -25.6% |
| 1Y | -19.8% | +14.0% | -33.8% | -27.8% |
| 3Y | -2.6% | +75.8% | -78.4% | -40.3% |
| All | -2.6% | +74.1% | -76.7% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling