+1,111.0%
AMAT vs VST
+996.4%
+114.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.4% | -11.4% |
| 7D | -24.3% | -19.9% | -4.4% | -18.1% |
| 30D | -39.8% | -29.7% | -10.1% | -32.0% |
| 3M | -40.2% | -19.6% | -20.6% | -35.9% |
| 6M | -22.1% | -29.4% | +7.3% | -12.5% |
| YTD | +24.7% | -29.7% | +54.4% | +39.1% |
| 1Y | +33.3% | -40.0% | +73.3% | +56.3% |
| 3Y | +133.9% | +231.0% | -97.1% | +39.1% |
| 5Y | +117.1% | +500.1% | -383.0% | +3.8% |
| All | +1,111.0% | +996.4% | +114.7% | +407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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