-34.6%
AOMR vs VT
+57.4%
-92.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.6% |
| 7D | -12.7% | +0.4% | -13.1% | -12.9% |
| 30D | -14.0% | -2.6% | -11.5% | -12.0% |
| 3M | -28.0% | -3.2% | -24.8% | -25.9% |
| 6M | -23.7% | +0.9% | -24.6% | -24.6% |
| YTD | -18.9% | +11.3% | -30.2% | -27.0% |
| 1Y | -19.8% | +14.0% | -33.8% | -29.5% |
| 3Y | -2.6% | +75.8% | -78.4% | -44.7% |
| 5Y | -34.6% | +57.8% | -92.4% | -62.6% |
| All | -34.6% | +57.4% | -92.0% | -62.6% |
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