+144.5%
AMAT vs VLTO
+54.8%
+89.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.8% | +4.1% |
| 7D | -14.7% | +5.4% | -20.1% | -15.7% |
| 30D | -36.1% | +22.3% | -58.4% | -39.5% |
| 3M | -36.9% | +19.6% | -56.5% | -39.9% |
| 6M | -22.2% | +35.2% | -57.3% | -31.1% |
| YTD | +29.9% | +17.9% | +12.1% | +24.6% |
| 1Y | +43.3% | +19.5% | +23.7% | +36.0% |
| 3Y | +142.7% | +73.9% | +68.7% | +107.3% |
| All | +144.5% | +54.8% | +89.7% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling