+1,338.1%
AMAT vs VWO
+111.0%
+1,227.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.8% |
| 7D | -2.5% | +2.1% | -4.5% | -4.6% |
| 30D | -26.5% | -5.5% | -21.1% | -19.5% |
| 3M | -28.6% | -6.2% | -22.4% | -20.8% |
| 6M | -14.2% | -6.4% | -7.8% | -2.5% |
| YTD | +45.5% | +5.4% | +40.1% | +41.9% |
| 1Y | +59.3% | +4.5% | +54.8% | +57.5% |
| 3Y | +153.1% | +56.1% | +97.0% | +47.6% |
| 5Y | +158.2% | +28.1% | +130.1% | +100.2% |
| All | +1,338.1% | +111.0% | +1,227.2% | +611.6% |
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