-99.9%
AQMS vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.0% | +6.9% |
| 7D | -7.7% | -2.3% | -5.4% | -4.8% |
| 30D | -37.6% | -5.0% | -32.6% | -32.8% |
| 3M | -53.2% | -4.9% | -48.3% | -49.4% |
| 6M | -77.6% | -1.5% | -76.0% | -77.1% |
| YTD | -73.9% | +8.5% | -82.3% | -76.6% |
| 1Y | -81.0% | +11.4% | -92.4% | -83.6% |
| 3Y | -99.3% | +70.1% | -169.4% | -99.7% |
| 5Y | -99.7% | +53.7% | -153.4% | -99.8% |
| All | -99.9% | +215.5% | -315.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling