+5,519.1%
AMAT vs VRSN
+7,034.5%
-1,515.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | -14.7% | +0.5% | -15.2% | -14.8% |
| 30D | -36.1% | +4.9% | -41.0% | -37.2% |
| 3M | -36.9% | +5.8% | -42.7% | -38.4% |
| 6M | -22.2% | +12.6% | -34.8% | -27.1% |
| YTD | +29.9% | +28.2% | +1.7% | +14.6% |
| 1Y | +43.3% | +30.4% | +12.8% | +25.4% |
| 3Y | +142.7% | +54.6% | +88.1% | +96.2% |
| 5Y | +126.2% | +35.1% | +91.1% | +93.3% |
| 10Y | +1,211.7% | +294.0% | +917.8% | +690.4% |
| All | +5,519.1% | +7,034.5% | -1,515.4% | +939.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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