+66.9%
AMAT vs CIFR
-58.8%
+125.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -1.6% |
| 7D | +11.4% | +4.8% | +6.5% | +9.9% |
| 30D | -17.0% | -31.0% | +13.9% | -9.2% |
| 3M | -30.6% | -58.7% | +28.1% | -14.1% |
| 6M | -14.9% | -67.7% | +52.8% | +9.6% |
| YTD | +44.7% | -53.5% | +98.2% | +68.4% |
| 1Y | +66.9% | -54.1% | +120.9% | +93.1% |
| All | +66.9% | -58.8% | +125.7% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling