+132.8%
AMAT vs VLTO
+68.7%
+64.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.5% |
| 7D | -24.3% | +12.0% | -36.3% | -26.3% |
| 30D | -39.8% | +20.8% | -60.6% | -42.8% |
| 3M | -40.2% | +20.1% | -60.3% | -43.2% |
| 6M | -22.1% | +32.6% | -54.7% | -30.5% |
| YTD | +24.7% | +17.3% | +7.4% | +20.0% |
| 1Y | +33.3% | +17.3% | +16.0% | +28.0% |
| All | +132.8% | +68.7% | +64.2% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling