+253.6%
VT vs AMC
-97.6%
+351.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -1.6% | +9.7% | -11.3% | -1.8% |
| 30D | -2.5% | +18.4% | -20.9% | -2.9% |
| 3M | -1.3% | +15.1% | -16.4% | -1.7% |
| 6M | +3.1% | +126.2% | -123.1% | +0.7% |
| YTD | +10.9% | +110.3% | -99.3% | +8.4% |
| 1Y | +12.1% | +27.1% | -15.1% | +10.6% |
| 3Y | +73.9% | -69.4% | +143.3% | +74.5% |
| 5Y | +58.0% | -99.2% | +157.2% | +65.2% |
| 10Y | +225.5% | -98.6% | +324.1% | +233.3% |
| All | +253.6% | -97.6% | +351.2% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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