+741.6%
AMAT vs VRT
+1,919.9%
-1,178.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.6% | +1.7% | +7.3% |
| 7D | -1.1% | -10.6% | +9.5% | +3.6% |
| 30D | -26.9% | -17.4% | -9.5% | -21.0% |
| 3M | -31.2% | -26.4% | -4.8% | -22.4% |
| 6M | -14.7% | -41.0% | +26.3% | +5.2% |
| YTD | +44.7% | +23.8% | +20.9% | +32.9% |
| 1Y | +62.0% | +11.6% | +50.3% | +54.2% |
| 3Y | +165.0% | +403.5% | -238.5% | +30.4% |
| 5Y | +147.1% | +647.0% | -499.9% | -7.4% |
| All | +741.6% | +1,919.9% | -1,178.3% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling