+3,643.0%
AMAT vs VWO
+328.1%
+3,314.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.7% |
| 7D | -1.5% | +1.1% | -2.6% | -2.4% |
| 30D | -14.8% | +2.4% | -17.2% | -16.4% |
| 3M | -9.3% | +2.0% | -11.3% | -9.4% |
| 6M | +27.4% | +10.7% | +16.7% | +19.8% |
| YTD | +77.6% | +14.4% | +63.1% | +63.3% |
| 1Y | +188.9% | +22.7% | +166.2% | +152.4% |
| 3Y | +202.3% | +64.2% | +138.1% | +113.7% |
| 5Y | +248.9% | +35.8% | +213.1% | +191.7% |
| 10Y | +1,585.2% | +114.7% | +1,470.5% | +996.2% |
| All | +3,643.0% | +328.1% | +3,314.9% | +1,419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling