+217.3%
AMOM price history and return analytics
+153.6%
+63.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | +3.9% | -0.1% | +4.1% | +4.1% |
| 30D | +2.9% | -0.7% | +3.6% | +3.7% |
| 3M | +2.8% | +4.0% | -1.2% | -0.8% |
| 6M | +20.1% | +12.3% | +7.8% | +7.4% |
| YTD | +22.6% | +14.0% | +8.5% | +8.1% |
| 1Y | +28.4% | +20.3% | +8.1% | +7.7% |
| 3Y | +94.0% | +75.4% | +18.6% | +15.3% |
| 5Y | +63.8% | +66.0% | -2.2% | +2.7% |
| All | +217.3% | +153.6% | +63.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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