+2,267.4%
VGT vs AME
+3,558.9%
-1,291.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.6% |
| 30D | +1.3% | -6.7% | +8.0% | +5.3% |
| 3M | -1.1% | +4.1% | -5.2% | -3.4% |
| 6M | +32.6% | +1.6% | +31.0% | +30.9% |
| YTD | +29.0% | +16.1% | +12.8% | +17.5% |
| 1Y | +39.7% | +27.3% | +12.4% | +20.1% |
| 3Y | +120.9% | +50.9% | +70.1% | +70.1% |
| 5Y | +133.6% | +81.4% | +52.2% | +62.0% |
| 10Y | +792.6% | +417.0% | +375.6% | +237.4% |
| All | +2,267.4% | +3,558.9% | -1,291.5% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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