+1,142.3%
VST vs AMP
+476.7%
+665.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +10.9% | -1.1% | +12.0% | +11.5% |
| 30D | -15.6% | +4.4% | -20.0% | -17.5% |
| 3M | -7.8% | -7.3% | -0.5% | -5.4% |
| 6M | -12.0% | +12.9% | -24.9% | -17.5% |
| YTD | -16.9% | +7.5% | -24.4% | -21.2% |
| 1Y | -25.1% | +13.3% | -38.4% | -30.7% |
| 3Y | +297.1% | +60.8% | +236.2% | +220.2% |
| 5Y | +641.9% | +82.7% | +559.2% | +455.6% |
| 10Y | +1,142.3% | +468.7% | +673.6% | +485.6% |
| All | +1,142.3% | +476.7% | +665.6% | +485.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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