+1,589.7%
AMAT vs VST
+1,175.7%
+414.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.1% |
| 7D | -1.5% | +8.9% | -10.4% | -4.5% |
| 30D | -14.8% | +6.2% | -21.0% | -16.7% |
| 3M | -9.3% | -2.7% | -6.5% | -8.2% |
| 6M | +27.4% | -8.4% | +35.7% | +30.6% |
| YTD | +77.6% | -7.2% | +84.8% | +80.7% |
| 1Y | +188.9% | -20.9% | +209.8% | +207.8% |
| 3Y | +202.3% | +384.0% | -181.7% | +58.9% |
| 5Y | +248.9% | +757.1% | -508.2% | +49.1% |
| All | +1,589.7% | +1,175.7% | +414.0% | +537.8% |
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