+126.7%
AMAT vs VSXY
+110.3%
+16.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | -14.7% | +11.8% | -26.5% | -16.9% |
| 30D | -36.1% | +25.9% | -62.0% | -39.4% |
| 3M | -36.9% | +15.5% | -52.4% | -39.3% |
| 6M | -22.2% | +109.7% | -131.9% | -36.2% |
| YTD | +29.9% | +99.5% | -69.5% | +6.4% |
| 1Y | +43.3% | +197.5% | -154.2% | +6.0% |
| 3Y | +142.7% | +453.3% | -310.6% | +37.9% |
| All | +126.7% | +110.3% | +16.4% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling