+61.4%
AMAT vs VCLT
-3.2%
+64.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -4.5% |
| 7D | -11.2% | +0.4% | -11.6% | -11.6% |
| 30D | -31.9% | +3.9% | -35.8% | -35.9% |
| 3M | -32.3% | -1.9% | -30.4% | -29.1% |
| 6M | -5.4% | -2.6% | -2.8% | +1.8% |
| YTD | +44.3% | -3.1% | +47.4% | +56.2% |
| 1Y | +61.4% | -3.6% | +64.9% | +76.3% |
| All | +61.4% | -3.2% | +64.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling