+1,083.1%
VST vs AMP
+522.8%
+560.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +5.8% |
| 7D | -0.5% | +3.1% | -3.6% | -2.1% |
| 30D | -17.1% | +3.9% | -21.0% | -18.7% |
| 3M | -4.6% | -5.8% | +1.2% | -2.8% |
| 6M | -9.1% | +12.1% | -21.1% | -14.4% |
| YTD | -16.6% | +7.1% | -23.7% | -20.7% |
| 1Y | -29.5% | +14.2% | -43.7% | -34.9% |
| 3Y | +297.5% | +62.5% | +235.1% | +221.3% |
| 5Y | +654.5% | +82.6% | +571.9% | +470.2% |
| 10Y | +1,205.2% | +515.9% | +689.3% | +544.8% |
| All | +1,083.1% | +522.8% | +560.3% | +483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling