-5.4%
AMAT vs VST
-23.5%
+18.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.8% | +10.5% | +3.7% |
| 7D | -11.2% | -15.7% | +4.5% | -3.6% |
| 30D | -31.9% | -17.0% | -14.9% | -26.6% |
| 3M | -32.3% | -15.9% | -16.5% | -27.9% |
| 6M | -5.4% | -25.0% | +19.6% | +8.2% |
| All | -5.4% | -23.5% | +18.1% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling