+397.0%
VT vs AMCR
+100.2%
+296.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +1.0% | -4.1% | +5.1% | +2.0% |
| 3M | +2.4% | +21.7% | -19.3% | -3.0% |
| 6M | +12.0% | +1.5% | +10.5% | +10.8% |
| YTD | +15.3% | +13.1% | +2.2% | +10.6% |
| 1Y | +22.6% | +13.0% | +9.6% | +17.4% |
| 3Y | +74.7% | +6.9% | +67.7% | +67.7% |
| 5Y | +66.1% | -10.5% | +76.6% | +66.4% |
| 10Y | +225.0% | +20.9% | +204.1% | +192.1% |
| All | +397.0% | +100.2% | +296.8% | +343.4% |
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