+126.7%
AMAT vs V
+101.0%
+25.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | +2.2% | -16.9% | -15.6% |
| 30D | -36.1% | +13.6% | -49.7% | -40.5% |
| 3M | -36.9% | +14.3% | -51.2% | -41.8% |
| 6M | -22.2% | +33.1% | -55.3% | -35.8% |
| YTD | +29.9% | +21.2% | +8.7% | +13.5% |
| 1Y | +43.3% | +26.4% | +16.8% | +20.9% |
| 3Y | +142.7% | +77.6% | +65.1% | +50.0% |
| All | +126.7% | +101.0% | +25.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling