+27.4%
AMAT vs CF
+27.0%
+0.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +3.1% |
| 7D | -1.5% | +6.0% | -7.5% | +0.9% |
| 30D | -14.8% | +14.8% | -29.6% | -9.8% |
| 3M | -9.3% | +14.1% | -23.3% | -3.9% |
| 6M | +27.4% | +28.5% | -1.1% | +43.4% |
| All | +27.4% | +27.0% | +0.4% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling