+29.3%
VCIT vs AMP
+574.4%
-545.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | -0.5% | +24.3% | -24.8% | -1.0% |
| 6M | -1.4% | +20.6% | -21.9% | -1.8% |
| YTD | -0.8% | +14.6% | -15.4% | -1.1% |
| 1Y | +0.3% | +14.5% | -14.2% | 0.0% |
| 3Y | +19.2% | +67.9% | -48.7% | +17.7% |
| 5Y | +3.6% | +122.5% | -118.9% | +1.5% |
| 10Y | +29.3% | +573.3% | -544.0% | +27.7% |
| All | +29.3% | +574.4% | -545.1% | +27.7% |
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