+1,362.0%
AMAT vs VSH
+124.9%
+1,237.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.1% | -0.6% |
| 7D | +19.3% | +26.2% | -6.9% | +2.7% |
| 30D | -17.9% | -12.5% | -5.4% | -11.4% |
| 3M | -30.4% | -16.9% | -13.5% | -23.5% |
| 6M | -11.4% | -17.0% | +5.5% | -6.8% |
| YTD | +48.8% | +93.8% | -45.1% | -12.2% |
| 1Y | +66.0% | +99.3% | -33.3% | -4.2% |
| 3Y | +158.8% | +35.0% | +123.8% | +77.8% |
| 5Y | +153.2% | +45.8% | +107.4% | +64.8% |
| All | +1,362.0% | +124.9% | +1,237.2% | +595.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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