+543.1%
AMAT vs CIFR
-28.1%
+571.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.6% |
| 7D | +19.3% | +28.8% | -9.5% | +15.5% |
| 30D | -17.9% | -36.9% | +19.0% | -13.7% |
| 3M | -30.4% | -60.0% | +29.6% | -23.3% |
| 6M | -11.4% | -64.4% | +52.9% | -1.8% |
| YTD | +48.8% | -51.6% | +100.3% | +58.3% |
| 1Y | +66.0% | -58.9% | +124.9% | +78.3% |
| 3Y | +158.8% | +139.9% | +18.9% | +114.0% |
| 5Y | +153.2% | -15.1% | +168.3% | +94.4% |
| All | +543.1% | -28.1% | +571.3% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling