+373.4%
VST vs AMP
+70.7%
+302.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | +8.9% | +0.2% | +8.7% | +8.7% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | -2.7% | +23.6% | -26.3% | -14.6% |
| 6M | -8.4% | +20.4% | -28.7% | -18.6% |
| YTD | -7.2% | +15.4% | -22.6% | -16.6% |
| 1Y | -20.9% | +11.0% | -31.9% | -27.1% |
| All | +373.4% | +70.7% | +302.7% | +236.4% |
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