+126.7%
AMAT vs VFC
-67.4%
+194.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | -14.7% | +11.2% | -25.9% | -16.9% |
| 30D | -36.1% | +41.5% | -77.6% | -41.6% |
| 3M | -36.9% | +38.9% | -75.8% | -42.1% |
| 6M | -22.2% | +6.1% | -28.3% | -24.4% |
| YTD | +29.9% | +14.5% | +15.4% | +23.2% |
| 1Y | +43.3% | +46.0% | -2.7% | +27.3% |
| 3Y | +142.7% | +36.4% | +106.3% | +98.6% |
| All | +126.7% | -67.4% | +194.1% | +309.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling