+96,674.4%
AMAT vs VFC
+1,337.9%
+95,336.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.5% |
| 7D | -24.3% | +10.9% | -35.1% | -27.1% |
| 30D | -39.8% | +40.6% | -80.4% | -47.1% |
| 3M | -40.2% | +34.4% | -74.6% | -46.7% |
| 6M | -22.1% | +12.3% | -34.4% | -27.2% |
| YTD | +24.7% | +14.4% | +10.3% | +15.0% |
| 1Y | +33.3% | +40.6% | -7.3% | +13.2% |
| 3Y | +133.9% | +40.1% | +93.7% | +69.0% |
| 5Y | +117.1% | -67.6% | +184.6% | +174.9% |
| 10Y | +1,158.7% | -45.9% | +1,204.6% | +1,130.6% |
| All | +96,674.4% | +1,337.9% | +95,336.5% | +27,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling