+198.9%
AMAT vs VSXY
+99.7%
+99.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.0% |
| 3M | -24.8% | +16.7% | -41.4% | -27.5% |
| 6M | -10.7% | +138.6% | -149.4% | -27.6% |
| YTD | +54.3% | +102.8% | -48.5% | +28.2% |
| 1Y | +73.7% | +214.2% | -140.4% | +30.6% |
| 3Y | +168.4% | +461.4% | -293.0% | +62.6% |
| 5Y | +167.6% | +118.3% | +49.3% | +102.2% |
| All | +198.9% | +99.7% | +99.2% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling