+30.6%
VCIT vs AMP
+503.1%
-472.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +1.1% | +4.2% | -3.1% | +1.0% |
| 3M | -1.4% | -6.4% | +5.1% | -1.2% |
| 6M | -2.3% | +12.4% | -14.7% | -2.6% |
| YTD | -1.8% | +7.4% | -9.2% | -2.0% |
| 1Y | -1.0% | +14.7% | -15.7% | -1.4% |
| 3Y | +19.3% | +60.8% | -41.6% | +17.7% |
| 5Y | +3.8% | +83.4% | -79.6% | +1.8% |
| 10Y | +30.6% | +473.5% | -443.0% | +28.5% |
| All | +30.6% | +503.1% | -472.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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