-20.9%
VST vs AMP
+5.4%
-26.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +10.2% |
| 7D | -9.8% | +2.2% | -12.0% | -9.4% |
| 30D | -25.1% | +2.2% | -27.4% | -24.7% |
| 3M | -11.6% | -10.4% | -1.2% | -11.1% |
| 6M | -20.9% | +5.8% | -26.8% | -19.2% |
| All | -20.9% | +5.4% | -26.4% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling