+117.1%
AMAT vs CF
+125.5%
-8.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +6.2% | -19.7% | -13.8% |
| 7D | -24.3% | +0.4% | -24.7% | -24.3% |
| 30D | -39.8% | +2.2% | -42.0% | -39.9% |
| 3M | -40.2% | +2.1% | -42.3% | -40.4% |
| 6M | -22.1% | -6.5% | -15.6% | -22.1% |
| YTD | +24.7% | +55.6% | -30.9% | +13.2% |
| 1Y | +33.3% | +42.3% | -9.0% | +22.7% |
| 3Y | +133.9% | +55.7% | +78.1% | +107.3% |
| 5Y | +117.1% | +122.4% | -5.4% | +75.8% |
| All | +117.1% | +125.5% | -8.4% | +75.8% |
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