+180.3%
AMAT vs VSXY
+93.0%
+87.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | +11.4% | -1.7% | +13.1% | +11.8% |
| 30D | -17.0% | +20.1% | -37.2% | -20.1% |
| 3M | -30.6% | +16.6% | -47.2% | -33.1% |
| 6M | -14.9% | +134.9% | -149.9% | -30.7% |
| YTD | +44.7% | +96.0% | -51.3% | +21.0% |
| 1Y | +66.9% | +203.8% | -136.9% | +26.3% |
| 3Y | +153.3% | +465.3% | -312.0% | +53.0% |
| 5Y | +146.2% | +106.3% | +39.9% | +87.4% |
| All | +180.3% | +93.0% | +87.3% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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