+1,370.8%
AMAT vs VSH
+117.5%
+1,253.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -1.4% |
| 30D | -26.5% | -21.3% | -5.2% | -15.1% |
| 3M | -28.6% | -18.9% | -9.7% | -20.2% |
| 6M | -14.2% | -21.4% | +7.2% | -6.4% |
| YTD | +45.5% | +86.8% | -41.4% | -12.0% |
| 1Y | +59.3% | +85.8% | -26.4% | -3.6% |
| 3Y | +153.1% | +30.1% | +123.0% | +78.1% |
| 5Y | +158.2% | +42.8% | +115.3% | +70.3% |
| 10Y | +1,370.8% | +121.2% | +1,249.6% | +606.6% |
| All | +1,370.8% | +117.5% | +1,253.3% | +606.6% |
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