+528.9%
AMAT vs CIFR
-34.4%
+563.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | -2.5% | -19.6% | +17.1% | 0.0% |
| 30D | -26.5% | -51.7% | +25.2% | -20.2% |
| 3M | -28.6% | -60.0% | +31.4% | -21.2% |
| 6M | -14.2% | -68.2% | +54.0% | -3.6% |
| YTD | +45.5% | -55.8% | +101.2% | +56.5% |
| 1Y | +59.3% | -66.8% | +126.1% | +75.0% |
| 3Y | +153.1% | +119.1% | +34.0% | +111.6% |
| 5Y | +158.2% | -25.3% | +183.4% | +100.9% |
| All | +528.9% | -34.4% | +563.3% | +369.5% |
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