+137,736.4%
AMAT vs VMC
+3,246.6%
+134,489.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -1.5% | -4.3% | +2.8% | +0.4% |
| 30D | -14.8% | -8.2% | -6.5% | -11.8% |
| 3M | -9.3% | -7.0% | -2.2% | -7.4% |
| 6M | +27.4% | -10.8% | +38.2% | +32.5% |
| YTD | +77.6% | -7.4% | +85.0% | +81.0% |
| 1Y | +188.9% | -9.5% | +198.4% | +197.1% |
| 3Y | +202.3% | +20.5% | +181.8% | +174.2% |
| 5Y | +248.9% | +51.6% | +197.3% | +189.6% |
| 10Y | +1,585.2% | +150.0% | +1,435.2% | +988.8% |
| All | +137,736.4% | +3,246.6% | +134,489.8% | +42,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling