+2,804.4%
AMAT vs VUG
+1,251.8%
+1,552.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.9% |
| 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% | -7.2% |
| 6M | +27.4% | +14.6% | +12.8% | +8.6% |
| YTD | +77.6% | +9.0% | +68.5% | +62.1% |
| 1Y | +188.9% | +14.9% | +174.1% | +148.2% |
| 3Y | +202.3% | +86.0% | +116.2% | +43.7% |
| 5Y | +248.9% | +76.7% | +172.2% | +82.7% |
| 10Y | +1,585.2% | +411.3% | +1,173.9% | +160.7% |
| All | +2,804.4% | +1,251.8% | +1,552.6% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling