+203.0%
AMAT vs VUG
+86.3%
+116.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -14.8% | -0.3% | -14.5% | -14.5% |
| 3M | -9.3% | -0.7% | -8.6% | -7.3% |
| 6M | +27.4% | +14.6% | +12.8% | +5.9% |
| YTD | +77.6% | +9.0% | +68.5% | +59.3% |
| 1Y | +188.9% | +14.9% | +174.1% | +142.2% |
| All | +203.0% | +86.3% | +116.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling