+1,002.6%
VST vs AMCR
+21.5%
+981.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.7% | +11.3% |
| 7D | -9.8% | -5.3% | -4.5% | -8.4% |
| 30D | -25.1% | +8.7% | -33.9% | -28.0% |
| 3M | -11.6% | -3.3% | -8.3% | -11.3% |
| 6M | -20.9% | +15.1% | -36.0% | -26.3% |
| YTD | -22.3% | +12.4% | -34.7% | -28.0% |
| 1Y | -32.0% | +15.8% | -47.8% | -37.8% |
| 3Y | +262.4% | +16.7% | +245.6% | +220.8% |
| 5Y | +563.4% | -5.1% | +568.4% | +537.0% |
| 10Y | +1,120.7% | +21.5% | +1,099.2% | +815.6% |
| All | +1,002.6% | +21.5% | +981.0% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling