+1,164.9%
VST vs AMC
-98.8%
+1,263.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.0% |
| 7D | +6.6% | +3.5% | +3.1% | +6.5% |
| 30D | -12.4% | +12.5% | -24.8% | -12.7% |
| 3M | -9.0% | +23.6% | -32.6% | -9.6% |
| 6M | -6.4% | +144.4% | -150.8% | -9.0% |
| YTD | -17.2% | +108.3% | -125.5% | -19.3% |
| 1Y | -22.0% | +38.9% | -60.9% | -23.3% |
| 3Y | +296.7% | -58.9% | +355.5% | +295.9% |
| 5Y | +637.6% | -99.2% | +736.8% | +678.5% |
| All | +1,164.9% | -98.8% | +1,263.7% | +1,069.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling