+2,301.2%
AMAT vs V
+3,245.1%
-943.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -5.6% |
| 7D | -11.2% | +9.0% | -20.2% | -15.9% |
| 30D | -31.9% | +18.1% | -50.0% | -38.8% |
| 3M | -32.3% | +18.3% | -50.7% | -39.6% |
| 6M | -5.4% | +34.1% | -39.5% | -23.2% |
| YTD | +44.3% | +25.2% | +19.0% | +21.3% |
| 1Y | +61.4% | +29.3% | +32.0% | +32.5% |
| 3Y | +170.6% | +83.4% | +87.2% | +75.8% |
| 5Y | +156.4% | +117.2% | +39.3% | +50.3% |
| 10Y | +1,356.4% | +483.0% | +873.4% | +422.8% |
| All | +2,301.2% | +3,245.1% | -943.9% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling