+158.2%
AMAT vs VRT
+624.8%
-466.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +1.8% |
| 7D | -2.5% | -17.7% | +15.2% | +5.6% |
| 30D | -26.5% | -20.0% | -6.5% | -19.7% |
| 3M | -28.6% | -28.1% | -0.5% | -18.8% |
| 6M | -14.2% | -42.8% | +28.6% | +6.8% |
| YTD | +45.5% | +20.0% | +25.5% | +36.4% |
| 1Y | +59.3% | +3.5% | +55.8% | +57.1% |
| 3Y | +153.1% | +366.1% | -213.0% | +34.9% |
| 5Y | +158.2% | +632.2% | -474.0% | +0.8% |
| All | +158.2% | +624.8% | -466.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling