+932.7%
AMAT vs VRT
+2,725.9%
-1,793.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | +2.5% |
| 7D | -1.5% | +9.1% | -10.6% | -5.0% |
| 30D | -14.8% | +0.9% | -15.7% | -15.3% |
| 3M | -9.3% | -13.4% | +4.1% | -3.7% |
| 6M | +27.4% | +11.7% | +15.7% | +22.2% |
| YTD | +77.6% | +73.2% | +4.3% | +42.6% |
| 1Y | +188.9% | +123.4% | +65.5% | +109.7% |
| 3Y | +202.3% | +606.2% | -403.9% | +29.1% |
| 5Y | +248.9% | +899.9% | -651.0% | +16.2% |
| All | +932.7% | +2,725.9% | -1,793.2% | +136.0% |
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