-99.9%
AQMS vs VT
+222.9%
-322.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +1.7% | -15.1% | -15.8% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -41.4% | -1.4% | -40.0% | -40.4% |
| 3M | -50.8% | -1.4% | -49.4% | -49.7% |
| 6M | -76.9% | +5.5% | -82.3% | -78.5% |
| YTD | -74.4% | +12.8% | -87.2% | -78.1% |
| 1Y | -82.6% | +15.4% | -98.0% | -85.5% |
| 3Y | -99.3% | +76.9% | -176.2% | -99.7% |
| 5Y | -99.7% | +60.4% | -160.1% | -99.8% |
| 10Y | -99.9% | +232.8% | -332.7% | -100.0% |
| All | -99.9% | +222.9% | -322.8% | -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 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