-35.1%
AOMR vs VT
+67.8%
-102.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.9% |
| 1Y | -19.8% | +14.0% | -33.8% | -29.4% |
| 3Y | -2.6% | +75.8% | -78.4% | -44.4% |
| 5Y | -34.6% | +57.8% | -92.4% | -61.1% |
| All | -35.1% | +67.8% | -102.9% | -63.4% |
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