+1,665.8%
AMAT vs VCLT
+15.5%
+1,650.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | -12.2% | -0.6% | -11.6% | -11.9% |
| 3M | -3.8% | -2.2% | -1.6% | -2.2% |
| 6M | +45.9% | -2.9% | +48.8% | +49.3% |
| YTD | +84.6% | -2.1% | +86.7% | +88.0% |
| 1Y | +193.4% | -2.6% | +196.0% | +199.7% |
| 3Y | +228.1% | +12.5% | +215.6% | +202.8% |
| 5Y | +268.9% | -15.3% | +284.2% | +304.5% |
| 10Y | +1,665.8% | +16.6% | +1,649.1% | +1,619.3% |
| All | +1,665.8% | +15.5% | +1,650.2% | +1,619.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling