+142.7%
AMAT vs VMC
+38.8%
+103.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | -14.7% | +0.5% | -15.2% | -14.8% |
| 30D | -36.1% | +15.8% | -51.9% | -40.5% |
| 3M | -36.9% | +0.6% | -37.4% | -37.2% |
| 6M | -22.2% | -4.0% | -18.2% | -21.5% |
| YTD | +29.9% | -0.3% | +30.2% | +26.3% |
| 1Y | +43.3% | -0.5% | +43.8% | +39.5% |
| 3Y | +142.7% | +39.6% | +103.1% | +78.8% |
| All | +142.7% | +38.8% | +103.9% | +78.8% |
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