+1,238.2%
VST vs AMCR
+20.1%
+1,218.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | +9.9% | -1.8% | +11.7% | +10.6% |
| 30D | +7.9% | -6.0% | +13.9% | +10.3% |
| 3M | +3.4% | +18.9% | -15.5% | -4.2% |
| 6M | -4.1% | +5.7% | -9.8% | -7.5% |
| YTD | -5.7% | +11.1% | -16.8% | -11.5% |
| 1Y | -18.9% | +14.4% | -33.3% | -25.1% |
| 3Y | +359.1% | +13.0% | +346.1% | +314.2% |
| 5Y | +766.9% | -7.5% | +774.4% | +747.6% |
| All | +1,238.2% | +20.1% | +1,218.1% | +915.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling