+193.4%
AMAT vs VSXY
+199.4%
-6.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.1% | +3.3% |
| 7D | +7.0% | -6.8% | +13.8% | +8.2% |
| 30D | -12.2% | -20.4% | +8.2% | -8.8% |
| 3M | -3.8% | +2.9% | -6.7% | -5.4% |
| 6M | +45.9% | +67.9% | -22.0% | +26.4% |
| YTD | +84.6% | +44.9% | +39.8% | +62.6% |
| 1Y | +193.4% | +205.9% | -12.6% | +91.7% |
| All | +193.4% | +199.4% | -6.0% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling