+61.4%
AMAT vs VEU
+17.0%
+44.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -7.6% |
| 7D | -11.2% | +0.2% | -11.4% | -11.7% |
| 30D | -31.9% | -2.1% | -29.8% | -28.5% |
| 3M | -32.3% | -2.7% | -29.6% | -28.1% |
| 6M | -5.4% | +3.2% | -8.6% | -7.5% |
| YTD | +44.3% | +12.6% | +31.7% | +17.0% |
| 1Y | +61.4% | +17.1% | +44.3% | +19.7% |
| All | +61.4% | +17.0% | +44.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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