+1,272.7%
AMAT vs VST
+929.5%
+343.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.8% | +10.5% | +1.6% |
| 7D | -11.2% | -15.7% | +4.5% | -6.0% |
| 30D | -31.9% | -17.0% | -14.9% | -27.9% |
| 3M | -32.3% | -15.9% | -16.5% | -28.8% |
| 6M | -5.4% | -25.0% | +19.6% | +3.7% |
| YTD | +44.3% | -25.1% | +69.4% | +56.9% |
| 1Y | +61.4% | -34.9% | +96.2% | +83.3% |
| 3Y | +170.6% | +252.7% | -82.1% | +57.8% |
| 5Y | +156.4% | +582.3% | -425.9% | +18.1% |
| 10Y | +1,356.4% | +1,076.6% | +279.8% | +484.8% |
| All | +1,272.7% | +929.5% | +343.2% | +453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling