+1,587.5%
AMAT vs V
+390.9%
+1,196.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | -1.5% | -1.7% | +0.2% | -0.2% |
| 30D | -14.8% | +2.0% | -16.8% | -16.5% |
| 3M | -9.3% | +17.4% | -26.6% | -22.0% |
| 6M | +27.4% | +17.5% | +9.9% | +7.9% |
| YTD | +77.6% | +7.6% | +70.0% | +61.2% |
| 1Y | +188.9% | +7.7% | +181.2% | +159.4% |
| 3Y | +202.3% | +54.7% | +147.6% | +91.3% |
| 5Y | +248.9% | +73.0% | +175.9% | +95.8% |
| All | +1,587.5% | +390.9% | +1,196.6% | +264.6% |
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