+30.6%
VCIT vs AMP
+582.6%
-552.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | 0.0% |
| 7D | +0.7% | +2.8% | -2.0% | +0.7% |
| 30D | +1.8% | +3.6% | -1.8% | +1.7% |
| 3M | -1.6% | -6.1% | +4.5% | -1.4% |
| 6M | -2.1% | +11.7% | -13.8% | -2.4% |
| YTD | -1.6% | +6.7% | -8.3% | -1.8% |
| 1Y | -0.8% | +13.8% | -14.6% | -1.2% |
| 3Y | +19.9% | +61.9% | -42.0% | +18.3% |
| 5Y | +3.3% | +82.0% | -78.7% | +1.4% |
| 10Y | +30.6% | +513.8% | -483.2% | +28.4% |
| All | +30.6% | +582.6% | -552.0% | +28.4% |
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