+114.4%
VWO vs AMC
-98.1%
+212.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.7% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | +2.0% | +35.2% | -33.2% | +1.1% |
| 6M | +10.7% | +124.6% | -113.9% | +8.4% |
| YTD | +14.4% | +69.9% | -55.5% | +12.6% |
| 1Y | +22.7% | -2.6% | +25.3% | +22.0% |
| 3Y | +64.2% | -79.8% | +144.0% | +65.5% |
| 5Y | +35.8% | -99.4% | +135.2% | +42.0% |
| 10Y | +114.7% | -98.9% | +213.6% | +125.9% |
| All | +114.4% | -98.1% | +212.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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