+1,112.0%
VST vs AMT
+113.8%
+998.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.7% | +13.2% | +11.1% |
| 7D | -9.8% | +0.5% | -10.3% | -10.1% |
| 30D | -25.1% | +13.6% | -38.7% | -27.7% |
| 3M | -11.6% | +11.5% | -23.0% | -14.3% |
| 6M | -20.9% | +6.9% | -27.9% | -23.1% |
| YTD | -22.3% | +10.8% | -33.1% | -25.3% |
| 1Y | -32.0% | +10.3% | -42.3% | -34.6% |
| 3Y | +262.4% | +12.4% | +250.0% | +226.9% |
| 5Y | +563.4% | -20.1% | +583.4% | +575.4% |
| All | +1,112.0% | +113.8% | +998.3% | +996.2% |
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