+147.1%
AMAT vs VCLT
-16.7%
+163.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +11.4% | -2.3% | +13.6% | +13.2% |
| 30D | -17.0% | +0.8% | -17.8% | -17.6% |
| 3M | -30.6% | -2.7% | -27.9% | -29.4% |
| 6M | -14.9% | -4.3% | -10.7% | -12.1% |
| YTD | +44.7% | -4.3% | +49.0% | +49.8% |
| 1Y | +66.9% | -4.4% | +71.3% | +72.9% |
| 3Y | +153.3% | +13.8% | +139.5% | +131.1% |
| All | +147.1% | -16.7% | +163.8% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling