-20.9%
VST vs AMCR
+13.1%
-34.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +8.9% | -1.9% | +10.8% | +9.0% |
| 30D | +6.2% | -4.1% | +10.3% | +6.4% |
| 3M | -2.7% | +21.7% | -24.4% | -5.8% |
| 6M | -8.4% | +1.5% | -9.8% | -11.8% |
| YTD | -7.2% | +13.1% | -20.3% | -10.1% |
| 1Y | -20.9% | +13.0% | -33.9% | -21.6% |
| All | -20.9% | +13.1% | -34.0% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling