+1,162.1%
AMAT vs VSH
+95.6%
+1,066.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +0.6% |
| 7D | -14.7% | -12.9% | -1.8% | -6.8% |
| 30D | -36.1% | -36.9% | +0.8% | -15.1% |
| 3M | -36.9% | -28.8% | -8.1% | -23.6% |
| 6M | -22.2% | -30.3% | +8.1% | -8.2% |
| YTD | +29.9% | +62.4% | -32.4% | -14.0% |
| 1Y | +43.3% | +62.5% | -19.3% | -5.5% |
| 3Y | +142.7% | +7.4% | +135.3% | +94.0% |
| 5Y | +126.2% | +25.4% | +100.8% | +62.1% |
| All | +1,162.1% | +95.6% | +1,066.5% | +558.4% |
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