+132.8%
AMAT vs VUG
+76.8%
+56.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -4.9% |
| 7D | -24.3% | -7.1% | -17.1% | -14.2% |
| 30D | -39.8% | -12.1% | -27.7% | -25.4% |
| 3M | -40.2% | -8.1% | -32.0% | -30.9% |
| 6M | -22.1% | -3.2% | -18.9% | -15.7% |
| YTD | +24.7% | +0.5% | +24.2% | +28.5% |
| 1Y | +33.3% | -0.7% | +33.9% | +40.1% |
| All | +132.8% | +76.8% | +56.1% | +0.2% |
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