+1,315.3%
AMAT vs VFC
-44.8%
+1,360.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +10.5% |
| 7D | -1.1% | +7.7% | -8.7% | -3.2% |
| 30D | -26.9% | +39.2% | -66.1% | -34.5% |
| 3M | -31.2% | +40.3% | -71.5% | -38.6% |
| 6M | -14.7% | +11.4% | -26.1% | -19.2% |
| YTD | +44.7% | +17.5% | +27.2% | +33.9% |
| 1Y | +62.0% | +45.9% | +16.1% | +38.8% |
| 3Y | +165.0% | +47.3% | +117.6% | +93.8% |
| 5Y | +147.1% | -67.2% | +214.3% | +257.9% |
| 10Y | +1,315.3% | -46.1% | +1,361.4% | +1,749.7% |
| All | +1,315.3% | -44.8% | +1,360.1% | +1,749.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling