+396.3%
VUG vs AMT
+116.9%
+279.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -8.2% | +3.7% | -11.9% | -9.4% |
| 3M | -5.4% | +10.7% | -16.2% | -8.8% |
| 6M | -2.5% | +9.3% | -11.8% | -6.3% |
| YTD | +4.2% | +10.9% | -6.8% | -0.9% |
| 1Y | +5.0% | +10.5% | -5.5% | -0.1% |
| 3Y | +81.7% | +15.5% | +66.2% | +61.2% |
| 5Y | +62.5% | -20.6% | +83.1% | +68.2% |
| 10Y | +396.3% | +124.5% | +271.8% | +279.7% |
| All | +396.3% | +116.9% | +279.4% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling