+1,425.2%
AMAT vs VSH
+141.4%
+1,283.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.8% | -2.7% | +0.4% |
| 7D | +7.0% | +12.8% | -5.8% | -0.9% |
| 30D | -20.6% | -9.0% | -11.6% | -16.3% |
| 3M | -24.8% | -12.2% | -12.6% | -20.1% |
| 6M | -10.7% | -15.9% | +5.2% | -6.7% |
| YTD | +54.3% | +103.2% | -49.0% | -11.7% |
| 1Y | +73.7% | +108.4% | -34.7% | -2.5% |
| 3Y | +168.4% | +41.6% | +126.9% | +78.9% |
| 5Y | +167.6% | +54.6% | +113.0% | +67.7% |
| 10Y | +1,425.2% | +138.2% | +1,287.0% | +598.3% |
| All | +1,425.2% | +141.4% | +1,283.7% | +598.3% |
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