-22.1%
AMAT vs VFC
+11.1%
-33.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -13.4% |
| 7D | -24.3% | +10.9% | -35.1% | -24.6% |
| 30D | -39.8% | +40.6% | -80.4% | -41.4% |
| 3M | -40.2% | +34.4% | -74.6% | -41.7% |
| 6M | -22.1% | +12.3% | -34.4% | -22.6% |
| All | -22.1% | +11.1% | -33.2% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling