+247.2%
AMAT vs VSXY
+14.5%
+232.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.7% |
| 7D | -1.5% | -14.0% | +12.5% | +1.5% |
| 30D | -14.8% | -15.9% | +1.1% | -12.0% |
| 3M | -9.3% | +3.4% | -12.7% | -10.8% |
| 6M | +27.4% | +25.9% | +1.5% | +16.8% |
| YTD | +77.6% | +39.5% | +38.1% | +57.9% |
| 1Y | +188.9% | +194.4% | -5.4% | +114.2% |
| 3Y | +202.3% | +281.4% | -79.1% | +86.5% |
| All | +247.2% | +14.5% | +232.7% | +205.5% |
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