-10.7%
AMAT vs VSXY
+124.9%
-135.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.9% | +6.2% |
| 7D | +7.0% | +0.8% | +6.1% | +6.9% |
| 30D | -20.6% | +24.0% | -44.6% | -23.3% |
| 3M | -24.8% | +16.7% | -41.4% | -27.1% |
| 6M | -10.7% | +138.6% | -149.4% | -23.8% |
| All | -10.7% | +124.9% | -135.6% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling