+4,672.3%
AMAT vs VCLT
+103.4%
+4,568.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -14.8% | -0.9% | -13.9% | -14.6% |
| 3M | -9.3% | -3.2% | -6.0% | -8.2% |
| 6M | +27.4% | -3.8% | +31.2% | +29.2% |
| YTD | +77.6% | -2.0% | +79.6% | +79.1% |
| 1Y | +188.9% | -0.8% | +189.7% | +190.4% |
| 3Y | +202.3% | +12.3% | +190.0% | +192.9% |
| 5Y | +248.9% | -15.4% | +264.3% | +250.0% |
| 10Y | +1,585.2% | +15.7% | +1,569.5% | +1,664.7% |
| All | +4,672.3% | +103.4% | +4,568.9% | +7,492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling