+625.0%
AMAT vs VRT
+1,680.7%
-1,055.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.0% | +0.4% | -7.7% |
| 7D | -24.3% | -28.1% | +3.8% | -13.2% |
| 30D | -39.8% | -30.2% | -9.6% | -30.4% |
| 3M | -40.2% | -36.4% | -3.8% | -28.4% |
| 6M | -22.1% | -48.2% | +26.0% | +1.2% |
| YTD | +24.7% | +9.2% | +15.5% | +20.5% |
| 1Y | +33.3% | -7.2% | +40.5% | +36.5% |
| 3Y | +133.9% | +338.7% | -204.8% | +21.6% |
| 5Y | +117.1% | +542.8% | -425.8% | -13.5% |
| All | +625.0% | +1,680.7% | -1,055.6% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling