+43.3%
AMAT vs VCLT
-3.1%
+46.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | +0.3% | -15.0% | -15.0% |
| 30D | -36.1% | +3.7% | -39.8% | -39.9% |
| 3M | -36.9% | -1.0% | -35.9% | -35.2% |
| 6M | -22.2% | -3.4% | -18.8% | -15.2% |
| YTD | +29.9% | -2.6% | +32.5% | +39.2% |
| 1Y | +43.3% | -3.3% | +46.5% | +56.2% |
| All | +43.3% | -3.1% | +46.4% | +56.2% |
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