+96.1%
VCIT vs AMP
+1,765.3%
-1,669.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +1.9% | +2.2% | -0.3% | +1.9% |
| 3M | -1.4% | -10.4% | +9.0% | -1.4% |
| 6M | -2.1% | +5.8% | -8.0% | -2.2% |
| YTD | -1.6% | +3.3% | -4.9% | -1.7% |
| 1Y | -0.9% | +11.1% | -12.0% | -1.0% |
| 3Y | +20.0% | +56.0% | -36.1% | +19.7% |
| 5Y | +3.1% | +76.1% | -72.9% | +2.9% |
| 10Y | +28.7% | +590.2% | -561.5% | +31.0% |
| All | +96.1% | +1,765.3% | -1,669.2% | +106.5% |
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 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