+566.5%
VTRS vs AME
+18,594.4%
-18,027.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | -3.5% | +1.3% | -4.8% | -3.9% |
| 30D | +2.1% | -6.6% | +8.7% | +4.5% |
| 3M | +2.6% | +3.0% | -0.4% | +1.3% |
| 6M | +17.8% | +5.3% | +12.5% | +15.2% |
| YTD | +35.7% | +15.4% | +20.2% | +28.5% |
| 1Y | +63.5% | +26.8% | +36.7% | +49.6% |
| 3Y | +85.1% | +56.5% | +28.6% | +55.9% |
| 5Y | +42.5% | +85.2% | -42.8% | +12.7% |
| 10Y | -48.2% | +428.5% | -476.7% | -71.3% |
| All | +566.5% | +18,594.4% | -18,027.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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