+141,363.5%
AMAT vs VICR
+12,032.5%
+129,331.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +2.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -14.8% | -13.9% | -0.9% | -11.5% |
| 3M | -9.3% | -38.4% | +29.1% | +3.3% |
| 6M | +27.4% | -7.2% | +34.6% | +26.5% |
| YTD | +77.6% | +72.0% | +5.5% | +48.3% |
| 1Y | +188.9% | +263.3% | -74.4% | +93.2% |
| 3Y | +202.3% | +173.3% | +29.0% | +100.3% |
| 5Y | +248.9% | +47.3% | +201.6% | +145.3% |
| 10Y | +1,585.2% | +1,495.2% | +90.0% | +491.0% |
| All | +141,363.5% | +12,032.5% | +129,331.0% | +20,802.4% |
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 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