-99.9%
AQMS vs VT
+209.7%
-309.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | +0.9% |
| 7D | -18.2% | -4.2% | -14.0% | -13.4% |
| 30D | -44.4% | -5.8% | -38.6% | -39.7% |
| 3M | -56.2% | -5.2% | -50.9% | -52.6% |
| 6M | -78.4% | +0.1% | -78.5% | -78.4% |
| YTD | -75.6% | +8.2% | -83.9% | -77.9% |
| 1Y | -83.1% | +10.1% | -93.2% | -85.0% |
| 3Y | -99.4% | +69.7% | -169.0% | -99.7% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.8% |
| 10Y | -99.9% | +219.2% | -319.2% | -100.0% |
| All | -99.9% | +209.7% | -309.6% | -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