+156.4%
AMAT vs CF
+111.0%
+45.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -3.1% |
| 7D | -11.2% | -6.9% | -4.3% | -10.9% |
| 30D | -31.9% | -3.7% | -28.1% | -31.8% |
| 3M | -32.3% | -5.0% | -27.4% | -32.4% |
| 6M | -5.4% | -10.5% | +5.1% | -5.3% |
| YTD | +44.3% | +46.5% | -2.3% | +31.3% |
| 1Y | +61.4% | +34.8% | +26.5% | +48.8% |
| 3Y | +170.6% | +46.7% | +123.9% | +140.4% |
| 5Y | +156.4% | +112.0% | +44.4% | +107.1% |
| All | +156.4% | +111.0% | +45.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 5y: compounded portfolio wealth divided by compounded CF 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…
5y analysis · Full analysis span regression · 6 months rolling