-94.7%
ASMB vs VT
+366.2%
-460.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.9% | -1.6% | -0.3% | -0.2% |
| 30D | -11.6% | -2.5% | -9.1% | -9.3% |
| 3M | -21.5% | -1.3% | -20.1% | -20.3% |
| 6M | -27.2% | +3.1% | -30.3% | -29.4% |
| YTD | -41.4% | +10.9% | -52.4% | -47.0% |
| 1Y | -36.1% | +12.1% | -48.2% | -42.7% |
| 3Y | +90.8% | +73.9% | +16.9% | +11.3% |
| 5Y | -48.8% | +58.0% | -106.7% | -67.0% |
| 10Y | -87.0% | +225.5% | -312.5% | -95.4% |
| All | -94.7% | +366.2% | -460.9% | -98.5% |
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