+165.0%
AMAT vs VMC
+41.7%
+123.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +10.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.0% |
| 30D | -26.9% | +18.6% | -45.5% | -32.6% |
| 3M | -31.2% | +2.0% | -33.2% | -31.9% |
| 6M | -14.7% | +2.6% | -17.3% | -17.0% |
| YTD | +44.7% | +2.3% | +42.5% | +39.1% |
| 1Y | +62.0% | +1.7% | +60.3% | +56.3% |
| 3Y | +165.0% | +41.7% | +123.2% | +94.5% |
| All | +165.0% | +41.7% | +123.3% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling