-14.9%
AMAT vs VTRS
+23.4%
-38.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.7% |
| 7D | +11.4% | +4.6% | +6.8% | +11.5% |
| 30D | -17.0% | +19.4% | -36.4% | -14.6% |
| 3M | -30.6% | +30.8% | -61.4% | -26.7% |
| 6M | -14.9% | +21.6% | -36.6% | -2.9% |
| All | -14.9% | +23.4% | -38.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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