-49.6%
AMSF price history and return analytics
+57.5%
-107.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -2.9% | -0.1% | -2.8% | -3.0% |
| 30D | -18.5% | -3.1% | -15.5% | -17.7% |
| 3M | -28.1% | -3.5% | -24.6% | -27.3% |
| 6M | -32.5% | +0.5% | -33.0% | -32.9% |
| YTD | -46.0% | +10.8% | -56.8% | -48.5% |
| 1Y | -47.4% | +11.9% | -59.3% | -50.1% |
| 3Y | -48.7% | +73.0% | -121.6% | -60.4% |
| 5Y | -49.6% | +58.6% | -108.3% | -59.6% |
| All | -49.6% | +57.5% | -107.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling