+296.7%
VST vs AMP
+61.6%
+235.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | +6.6% | +3.9% | +2.6% | +4.6% |
| 30D | -12.4% | +5.1% | -17.5% | -15.1% |
| 3M | -9.0% | -8.7% | -0.3% | -4.9% |
| 6M | -6.4% | +11.4% | -17.9% | -13.5% |
| YTD | -17.2% | +7.3% | -24.5% | -23.1% |
| 1Y | -22.0% | +14.6% | -36.6% | -31.4% |
| 3Y | +296.7% | +61.2% | +235.4% | +200.2% |
| All | +296.7% | +61.6% | +235.1% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling