-99.7%
AQMS vs VT
+230.0%
-329.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +9.9% | +0.4% | +9.4% | +9.2% |
| 30D | +12.4% | +1.0% | +11.4% | +11.0% |
| 3M | -22.9% | +2.4% | -25.3% | -25.6% |
| 6M | -39.1% | +12.0% | -51.2% | -47.8% |
| YTD | -37.5% | +15.3% | -52.8% | -48.3% |
| 1Y | -21.9% | +22.6% | -44.5% | -41.0% |
| 3Y | -98.7% | +74.7% | -173.3% | -99.4% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.7% |
| 10Y | -99.8% | +225.0% | -324.8% | -100.0% |
| All | -99.7% | +230.0% | -329.8% | -99.9% |
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