+25.4%
VTEB vs AMP
+517.3%
-491.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | -3.0% | +24.2% | -27.2% | -3.3% |
| 6M | -2.1% | +24.6% | -26.7% | -2.4% |
| YTD | -1.5% | +14.8% | -16.3% | -1.7% |
| 1Y | +0.2% | +12.8% | -12.6% | 0.0% |
| 3Y | +8.6% | +69.0% | -60.4% | +7.5% |
| 5Y | +1.2% | +124.9% | -123.7% | -0.4% |
| 10Y | +18.1% | +583.5% | -565.5% | +15.4% |
| All | +25.4% | +517.3% | -491.9% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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