+96,674.4%
AMAT vs VSH
+1,132.9%
+95,541.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.8% | +1.2% | -6.1% |
| 7D | -24.3% | -25.2% | +0.9% | -12.2% |
| 30D | -39.8% | -41.8% | +2.0% | -21.3% |
| 3M | -40.2% | -33.4% | -6.8% | -27.6% |
| 6M | -22.1% | -31.0% | +8.9% | -9.2% |
| YTD | +24.7% | +53.6% | -28.9% | -3.6% |
| 1Y | +33.3% | +46.3% | -13.0% | +5.3% |
| 3Y | +133.9% | -1.0% | +134.8% | +112.2% |
| 5Y | +117.1% | +18.6% | +98.4% | +83.5% |
| 10Y | +1,158.7% | +91.7% | +1,067.0% | +738.8% |
| All | +96,674.4% | +1,132.9% | +95,541.5% | +20,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling