+1,707.5%
AMAT vs VICR
+1,508.7%
+198.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.7% |
| 7D | +6.9% | +1.3% | +5.7% | +6.5% |
| 30D | -10.1% | -11.9% | +1.8% | -6.7% |
| 3M | -6.0% | -35.1% | +29.2% | +7.4% |
| 6M | +38.6% | +8.1% | +30.5% | +31.4% |
| YTD | +83.1% | +67.8% | +15.3% | +50.0% |
| 1Y | +188.3% | +267.3% | -79.0% | +80.8% |
| 3Y | +225.3% | +191.2% | +34.1% | +97.4% |
| 5Y | +262.0% | +48.1% | +213.9% | +140.7% |
| 10Y | +1,707.5% | +1,546.1% | +161.4% | +503.4% |
| All | +1,707.5% | +1,508.7% | +198.8% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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