+405.3%
VUG vs AMT
+134.0%
+271.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | -7.0% | +4.2% | -11.2% | -8.4% |
| 3M | -3.7% | +13.4% | -17.1% | -7.8% |
| 6M | -1.6% | +9.4% | -11.0% | -5.4% |
| YTD | +5.1% | +11.7% | -6.5% | -0.3% |
| 1Y | +3.8% | +7.1% | -3.4% | -0.2% |
| 3Y | +79.9% | +15.1% | +64.8% | +60.0% |
| 5Y | +66.4% | -17.9% | +84.3% | +69.7% |
| 10Y | +405.3% | +133.5% | +271.7% | +283.2% |
| All | +405.3% | +134.0% | +271.3% | +283.2% |
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