+1,164.9%
VST vs AMT
+136.5%
+1,028.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +6.6% | +1.5% | +5.1% | +6.2% |
| 30D | -12.4% | +6.8% | -19.2% | -14.1% |
| 3M | -9.0% | +11.2% | -20.2% | -11.7% |
| 6M | -6.4% | +12.5% | -18.9% | -10.2% |
| YTD | -17.2% | +12.5% | -29.7% | -20.6% |
| 1Y | -22.0% | +10.1% | -32.1% | -24.8% |
| 3Y | +296.7% | +16.0% | +280.6% | +254.1% |
| 5Y | +637.6% | -17.2% | +654.7% | +642.6% |
| All | +1,164.9% | +136.5% | +1,028.4% | +1,156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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