+1,315.3%
AMAT vs VMC
+146.3%
+1,169.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +10.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.0% |
| 30D | -26.9% | +18.6% | -45.5% | -33.4% |
| 3M | -31.2% | +2.0% | -33.2% | -32.4% |
| 6M | -14.7% | +2.6% | -17.3% | -17.4% |
| YTD | +44.7% | +2.3% | +42.5% | +39.6% |
| 1Y | +62.0% | +1.7% | +60.3% | +56.8% |
| 3Y | +165.0% | +41.7% | +123.2% | +111.6% |
| 5Y | +147.1% | +46.6% | +100.5% | +92.0% |
| 10Y | +1,315.3% | +140.3% | +1,175.0% | +699.1% |
| All | +1,315.3% | +146.3% | +1,169.0% | +699.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling