+117.1%
AMAT vs VO
+33.1%
+83.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.1% | -7.9% |
| 7D | -24.3% | -3.3% | -20.9% | -19.5% |
| 30D | -39.8% | -1.8% | -38.0% | -37.6% |
| 3M | -40.2% | -3.4% | -36.8% | -36.4% |
| 6M | -22.1% | +3.0% | -25.1% | -24.2% |
| YTD | +24.7% | +10.7% | +13.9% | +9.4% |
| 1Y | +33.3% | +11.8% | +21.5% | +15.4% |
| 3Y | +133.9% | +60.4% | +73.5% | +19.7% |
| 5Y | +117.1% | +33.6% | +83.5% | +49.0% |
| All | +117.1% | +33.1% | +83.9% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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