+247.2%
AMAT vs VMC
+52.7%
+194.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | -1.5% | -4.3% | +2.8% | +1.3% |
| 30D | -14.8% | -8.2% | -6.5% | -10.2% |
| 3M | -9.3% | -7.0% | -2.2% | -6.7% |
| 6M | +27.4% | -10.8% | +38.2% | +34.7% |
| YTD | +77.6% | -7.4% | +85.0% | +80.7% |
| 1Y | +188.9% | -9.5% | +198.4% | +197.8% |
| 3Y | +202.3% | +20.5% | +181.8% | +143.8% |
| All | +247.2% | +52.7% | +194.6% | +130.3% |
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