+244.0%
AMAT vs VSXY
+37.4%
+206.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.8% |
| 7D | -1.5% | -14.0% | +12.5% | +1.3% |
| 30D | -14.8% | -15.9% | +1.1% | -12.2% |
| 3M | -9.3% | +3.4% | -12.7% | -10.7% |
| 6M | +27.4% | +25.9% | +1.5% | +17.6% |
| YTD | +77.6% | +39.5% | +38.1% | +59.4% |
| 1Y | +188.9% | +194.4% | -5.4% | +119.8% |
| 3Y | +202.3% | +281.4% | -79.1% | +96.7% |
| 5Y | +248.9% | +12.8% | +236.1% | +183.4% |
| All | +244.0% | +37.4% | +206.7% | +177.8% |
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 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