+66.0%
AMAT vs VSXY
+199.0%
-133.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -2.7% |
| 7D | +19.3% | -1.6% | +20.9% | +19.8% |
| 30D | -17.9% | +17.8% | -35.7% | -20.1% |
| 3M | -30.4% | +12.5% | -42.9% | -32.1% |
| 6M | -11.4% | +124.7% | -136.2% | -24.7% |
| YTD | +48.8% | +93.2% | -44.4% | +28.4% |
| 1Y | +66.0% | +195.6% | -129.6% | +40.9% |
| All | +66.0% | +199.0% | -133.0% | +40.9% |
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 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