+688.8%
VRT vs AMT
-18.7%
+707.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.5% |
| 7D | +18.6% | -2.2% | +20.8% | +18.6% |
| 30D | -11.7% | +5.8% | -17.4% | -11.7% |
| 3M | -27.3% | +12.6% | -39.8% | -27.5% |
| 6M | -42.9% | +8.3% | -51.2% | -43.0% |
| YTD | +29.5% | +11.4% | +18.1% | +28.3% |
| 1Y | +21.0% | +7.7% | +13.3% | +20.6% |
| 3Y | +403.1% | +14.8% | +388.3% | +344.0% |
| 5Y | +688.8% | -18.0% | +706.8% | +759.2% |
| All | +688.8% | -18.7% | +707.5% | +759.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling