+27.4%
AMAT vs VLTO
+1.3%
+26.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +2.9% |
| 7D | -1.5% | -2.3% | +0.8% | -3.5% |
| 30D | -14.8% | -0.9% | -13.9% | -15.2% |
| 3M | -9.3% | +13.8% | -23.1% | -2.7% |
| 6M | +27.4% | +2.0% | +25.4% | +44.0% |
| All | +27.4% | +1.3% | +26.1% | +44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling