+98.0%
VCIT vs AMP
+1,985.0%
-1,887.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | -1.0% | +23.6% | -24.6% | -1.1% |
| 6M | -1.8% | +20.4% | -22.2% | -1.9% |
| YTD | -0.7% | +15.4% | -16.1% | -0.8% |
| 1Y | +1.0% | +11.0% | -10.0% | +0.9% |
| 3Y | +18.8% | +70.5% | -51.6% | +18.6% |
| 5Y | +3.5% | +121.4% | -117.9% | +3.2% |
| 10Y | +29.2% | +575.6% | -546.4% | +31.0% |
| All | +98.0% | +1,985.0% | -1,887.0% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling