+1,370.8%
AMAT vs V
+444.9%
+925.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | -26.5% | +9.7% | -36.3% | -32.0% |
| 3M | -28.6% | +17.3% | -45.9% | -37.7% |
| 6M | -14.2% | +33.2% | -47.5% | -34.0% |
| YTD | +45.5% | +21.3% | +24.1% | +19.3% |
| 1Y | +59.3% | +27.3% | +32.0% | +24.8% |
| 3Y | +153.1% | +76.1% | +77.0% | +43.8% |
| 5Y | +158.2% | +103.5% | +54.7% | +27.6% |
| 10Y | +1,370.8% | +454.5% | +916.3% | +206.6% |
| All | +1,370.8% | +444.9% | +925.9% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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