+167.6%
AMAT vs VUG
+65.5%
+102.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +3.6% |
| 7D | +7.0% | -1.1% | +8.0% | +9.7% |
| 30D | -20.6% | -7.0% | -13.6% | -10.7% |
| 3M | -24.8% | -3.7% | -21.0% | -19.5% |
| 6M | -10.7% | -1.6% | -9.1% | -6.0% |
| YTD | +54.3% | +5.1% | +49.1% | +49.3% |
| 1Y | +73.7% | +3.8% | +70.0% | +71.7% |
| 3Y | +168.4% | +79.9% | +88.5% | +31.1% |
| 5Y | +167.6% | +66.4% | +101.2% | +51.8% |
| All | +167.6% | +65.5% | +102.0% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling