+962.7%
VST vs AMT
+128.5%
+834.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.0% | -17.9% | -14.7% |
| 7D | -15.7% | +6.0% | -21.8% | -17.0% |
| 30D | -17.0% | +20.1% | -37.1% | -20.8% |
| 3M | -15.9% | +12.4% | -28.3% | -18.6% |
| 6M | -25.0% | +9.9% | -34.9% | -27.4% |
| YTD | -25.1% | +14.4% | -39.5% | -28.5% |
| 1Y | -34.9% | +12.4% | -47.3% | -37.5% |
| 3Y | +252.7% | +13.7% | +239.0% | +218.4% |
| 5Y | +582.3% | -17.8% | +600.2% | +591.3% |
| 10Y | +1,076.6% | +123.8% | +952.8% | +921.1% |
| All | +962.7% | +128.5% | +834.2% | +769.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling