+1,205.2%
VST vs AMCR
+22.3%
+1,183.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | -0.5% | -7.9% | +7.4% | +2.2% |
| 30D | -17.1% | +8.2% | -25.3% | -20.0% |
| 3M | -4.6% | -4.3% | -0.3% | -3.8% |
| 6M | -9.1% | +16.6% | -25.6% | -15.7% |
| YTD | -16.6% | +13.1% | -29.7% | -22.9% |
| 1Y | -29.5% | +14.4% | -43.9% | -35.2% |
| 3Y | +297.5% | +18.4% | +279.2% | +250.0% |
| 5Y | +654.5% | -5.8% | +660.3% | +628.0% |
| 10Y | +1,205.2% | +22.3% | +1,183.0% | +884.2% |
| All | +1,205.2% | +22.3% | +1,183.0% | +884.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling