+1,370.8%
AMAT vs VMC
+136.9%
+1,233.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.9% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | -26.5% | +17.7% | -44.2% | -32.8% |
| 3M | -28.6% | +1.1% | -29.6% | -29.4% |
| 6M | -14.2% | +1.8% | -16.1% | -16.6% |
| YTD | +45.5% | +1.5% | +44.0% | +40.9% |
| 1Y | +59.3% | -1.1% | +60.5% | +56.6% |
| 3Y | +153.1% | +38.8% | +114.3% | +104.1% |
| 5Y | +158.2% | +49.6% | +108.6% | +98.6% |
| 10Y | +1,370.8% | +130.6% | +1,240.2% | +744.9% |
| All | +1,370.8% | +136.9% | +1,233.9% | +744.9% |
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