+147.1%
AMAT vs VMC
+42.8%
+104.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +11.4% | -1.3% | +12.6% | +12.4% |
| 30D | -17.0% | +15.5% | -32.5% | -24.6% |
| 3M | -30.6% | +0.6% | -31.2% | -31.3% |
| 6M | -14.9% | +2.1% | -17.0% | -18.3% |
| YTD | +44.7% | -1.6% | +46.3% | +40.9% |
| 1Y | +66.9% | -1.2% | +68.1% | +62.0% |
| 3Y | +153.3% | +35.3% | +118.0% | +85.0% |
| All | +147.1% | +42.8% | +104.3% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling