+377.4%
VT vs AMCR
+106.6%
+270.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -3.8% | +3.6% | +0.9% |
| 30D | -3.1% | +8.3% | -11.4% | -5.1% |
| 3M | -3.5% | -2.7% | -0.8% | -3.0% |
| 6M | +0.5% | +16.7% | -16.2% | -4.0% |
| YTD | +10.8% | +13.2% | -2.4% | +6.0% |
| 1Y | +11.9% | +13.7% | -1.8% | +6.9% |
| 3Y | +73.0% | +17.4% | +55.5% | +61.9% |
| 5Y | +58.6% | -5.9% | +64.5% | +56.8% |
| 10Y | +219.2% | +22.4% | +196.8% | +184.0% |
| All | +377.4% | +106.6% | +270.8% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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