+103,409.9%
AMAT vs VICR
+9,351.1%
+94,058.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +1.8% |
| 7D | -14.7% | -23.1% | +8.4% | -8.3% |
| 30D | -36.1% | -48.1% | +12.0% | -24.2% |
| 3M | -36.9% | -32.8% | -4.0% | -31.2% |
| 6M | -22.2% | -47.6% | +25.4% | -10.6% |
| YTD | +29.9% | +34.0% | -4.1% | +13.9% |
| 1Y | +43.3% | +65.0% | -21.7% | +18.6% |
| 3Y | +142.7% | +277.1% | -134.4% | +46.9% |
| 5Y | +126.2% | -5.3% | +131.5% | +76.1% |
| 10Y | +1,211.7% | +1,075.0% | +136.7% | +390.9% |
| All | +103,409.9% | +9,351.1% | +94,058.8% | +15,957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling