-39.0%
AOMR vs VT
+67.9%
-106.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.5% |
| 7D | -4.9% | +2.9% | -7.7% | -7.2% |
| 30D | -17.0% | -2.5% | -14.5% | -15.1% |
| 3M | -31.6% | -3.3% | -28.3% | -29.5% |
| 6M | -26.2% | +1.5% | -27.7% | -27.5% |
| YTD | -23.7% | +11.4% | -35.1% | -31.3% |
| 1Y | -23.5% | +11.9% | -35.4% | -31.4% |
| 3Y | -8.6% | +73.9% | -82.5% | -47.2% |
| 5Y | -35.6% | +57.9% | -93.5% | -61.7% |
| All | -39.0% | +67.9% | -106.8% | -65.6% |
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 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