+1,321.9%
AMAT vs VMC
+125.2%
+1,196.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.5% |
| 7D | +11.4% | -1.3% | +12.6% | +12.2% |
| 30D | -17.0% | +15.5% | -32.5% | -23.4% |
| 3M | -30.6% | +0.6% | -31.2% | -31.2% |
| 6M | -14.9% | +2.1% | -17.0% | -17.5% |
| YTD | +44.7% | -1.6% | +46.3% | +42.4% |
| 1Y | +66.9% | -1.2% | +68.1% | +63.9% |
| 3Y | +153.3% | +35.3% | +118.0% | +106.9% |
| 5Y | +146.2% | +43.6% | +102.6% | +93.3% |
| All | +1,321.9% | +125.2% | +1,196.7% | +731.5% |
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