+1,216.9%
VST vs AMT
+104.0%
+1,112.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | +6.2% | +4.6% | +1.6% | +5.0% |
| 3M | -2.7% | -8.4% | +5.7% | -1.0% |
| 6M | -8.4% | -6.0% | -2.3% | -7.6% |
| YTD | -7.2% | +2.1% | -9.3% | -8.6% |
| 1Y | -20.9% | -6.4% | -14.5% | -20.4% |
| 3Y | +384.0% | +8.1% | +375.9% | +337.7% |
| 5Y | +757.1% | -31.9% | +789.0% | +823.2% |
| All | +1,216.9% | +104.0% | +1,112.8% | +1,011.3% |
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