+1,216.9%
VST vs AMCR
+18.6%
+1,198.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.9% | -1.9% | +10.8% | +9.7% |
| 30D | +6.2% | -4.1% | +10.3% | +7.7% |
| 3M | -2.7% | +21.7% | -24.4% | -10.7% |
| 6M | -8.4% | +1.5% | -9.8% | -10.2% |
| YTD | -7.2% | +13.1% | -20.3% | -13.5% |
| 1Y | -20.9% | +13.0% | -33.9% | -26.5% |
| 3Y | +384.0% | +6.9% | +377.1% | +347.9% |
| 5Y | +757.1% | -10.5% | +767.5% | +751.0% |
| All | +1,216.9% | +18.6% | +1,198.3% | +905.8% |
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