+229.9%
AMAT vs VWO
+65.3%
+164.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.5% |
| 7D | +7.0% | +0.9% | +6.1% | +5.4% |
| 30D | -12.2% | +1.3% | -13.5% | -14.0% |
| 3M | -3.8% | +5.1% | -8.9% | -9.6% |
| 6M | +45.9% | +12.5% | +33.4% | +24.9% |
| YTD | +84.6% | +14.0% | +70.6% | +56.5% |
| 1Y | +193.4% | +19.7% | +173.6% | +133.3% |
| All | +229.9% | +65.3% | +164.6% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling