+61.4%
AMAT vs VFC
+52.5%
+8.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.1% |
| 7D | -11.2% | +21.5% | -32.7% | -14.7% |
| 30D | -31.9% | +46.7% | -78.6% | -37.5% |
| 3M | -32.3% | +38.4% | -70.7% | -37.2% |
| 6M | -5.4% | +15.2% | -20.6% | -8.4% |
| YTD | +44.3% | +17.8% | +26.4% | +35.4% |
| 1Y | +61.4% | +55.6% | +5.8% | +41.8% |
| All | +61.4% | +52.5% | +8.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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