+33.3%
AMAT vs VST
-39.0%
+72.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.2% | -7.4% | -10.6% |
| 7D | -24.3% | -19.9% | -4.4% | -16.0% |
| 30D | -39.8% | -29.7% | -10.1% | -29.2% |
| 3M | -40.2% | -19.6% | -20.6% | -34.6% |
| 6M | -22.1% | -29.4% | +7.3% | -9.2% |
| YTD | +24.7% | -29.7% | +54.4% | +41.3% |
| 1Y | +33.3% | -40.0% | +73.3% | +61.9% |
| All | +33.3% | -39.0% | +72.3% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling