+372.3%
VMC vs AMP
+2,108.3%
-1,736.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.7% |
| 30D | -9.1% | +0.8% | -10.0% | -9.5% |
| 3M | -4.1% | +24.3% | -28.4% | -13.3% |
| 6M | -5.5% | +20.6% | -26.1% | -13.6% |
| YTD | -8.9% | +14.6% | -23.6% | -15.2% |
| 1Y | -12.9% | +14.5% | -27.5% | -19.1% |
| 3Y | +22.1% | +67.9% | -45.8% | -6.3% |
| 5Y | +52.7% | +122.5% | -69.8% | +1.6% |
| 10Y | +152.7% | +573.3% | -420.6% | -7.6% |
| All | +372.3% | +2,108.3% | -1,736.0% | -8.1% |
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