+43.3%
AMAT vs VRT
-4.2%
+47.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.2% |
| 7D | -14.7% | -21.4% | +6.6% | -2.5% |
| 30D | -36.1% | -25.8% | -10.3% | -24.7% |
| 3M | -36.9% | -33.5% | -3.3% | -21.5% |
| 6M | -22.2% | -49.0% | +26.8% | +11.3% |
| YTD | +29.9% | +12.9% | +17.0% | +26.9% |
| 1Y | +43.3% | 0.0% | +43.2% | +48.1% |
| All | +43.3% | -4.2% | +47.4% | +48.1% |
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 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