+62.5%
VUG vs AMT
-15.7%
+78.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | -6.3% | +6.8% | -13.1% | -7.4% |
| 3M | -6.0% | +11.2% | -17.2% | -8.0% |
| 6M | -3.5% | +12.5% | -16.0% | -6.1% |
| YTD | +3.9% | +12.5% | -8.6% | +0.7% |
| 1Y | +5.1% | +10.1% | -5.0% | +2.3% |
| 3Y | +77.9% | +16.0% | +61.8% | +60.9% |
| All | +62.5% | -15.7% | +78.2% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling