+1,495.2%
VGT vs AMCR
+96.6%
+1,398.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.0% | -5.0% | +3.9% | +0.3% |
| 30D | -0.4% | -8.0% | +7.5% | +1.7% |
| 3M | +6.6% | +14.3% | -7.7% | +2.4% |
| 6M | +31.0% | +5.3% | +25.7% | +28.2% |
| YTD | +27.2% | +7.7% | +19.5% | +23.1% |
| 1Y | +34.5% | +10.8% | +23.6% | +28.8% |
| 3Y | +123.1% | +9.6% | +113.6% | +111.4% |
| 5Y | +135.1% | -10.2% | +145.3% | +135.9% |
| 10Y | +803.4% | +16.5% | +786.9% | +712.8% |
| All | +1,495.2% | +96.6% | +1,398.6% | +1,315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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