+741.4%
AMAT vs VRT
+1,936.0%
-1,194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.2% |
| 7D | +11.4% | +10.5% | +0.8% | +6.9% |
| 30D | -17.0% | -9.3% | -7.7% | -13.8% |
| 3M | -30.6% | -29.6% | -1.0% | -20.3% |
| 6M | -14.9% | -45.4% | +30.4% | +8.1% |
| YTD | +44.7% | +24.8% | +19.9% | +32.4% |
| 1Y | +66.9% | +23.6% | +43.3% | +52.9% |
| 3Y | +153.3% | +379.7% | -226.4% | +26.7% |
| 5Y | +146.2% | +660.3% | -514.1% | -8.4% |
| All | +741.4% | +1,936.0% | -1,194.6% | +119.1% |
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