+1,321.9%
AMAT vs VWO
+111.9%
+1,210.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.6% |
| 7D | +11.4% | +2.0% | +9.4% | +8.7% |
| 30D | -17.0% | -4.3% | -12.8% | -10.7% |
| 3M | -30.6% | -6.4% | -24.2% | -22.8% |
| 6M | -14.9% | -5.6% | -9.3% | -4.3% |
| YTD | +44.7% | +5.2% | +39.5% | +41.7% |
| 1Y | +66.9% | +5.2% | +61.7% | +63.7% |
| 3Y | +153.3% | +55.5% | +97.8% | +48.7% |
| 5Y | +146.2% | +25.6% | +120.6% | +96.4% |
| All | +1,321.9% | +111.9% | +1,210.0% | +601.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling