+188.9%
AMAT vs VRT
+123.1%
+65.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | +1.9% |
| 7D | -1.5% | +9.1% | -10.6% | -6.3% |
| 30D | -14.8% | +0.9% | -15.7% | -15.5% |
| 3M | -9.3% | -13.4% | +4.1% | -1.9% |
| 6M | +27.4% | +11.7% | +15.7% | +21.5% |
| YTD | +77.6% | +73.2% | +4.3% | +36.4% |
| 1Y | +188.9% | +123.4% | +65.5% | +111.3% |
| All | +188.9% | +123.1% | +65.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling