+667.6%
AMAT vs CIFR
+78.3%
+589.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.1% |
| 7D | -1.5% | +16.9% | -18.4% | -3.4% |
| 30D | -14.8% | -5.2% | -9.6% | -14.6% |
| 3M | -9.3% | -30.6% | +21.3% | -6.6% |
| 6M | +27.4% | +10.6% | +16.8% | +24.2% |
| YTD | +77.6% | +20.2% | +57.4% | +70.8% |
| 1Y | +188.9% | +139.7% | +49.2% | +156.1% |
| 3Y | +202.3% | +489.4% | -287.1% | +124.2% |
| 5Y | +248.9% | +54.4% | +194.5% | +150.1% |
| All | +667.6% | +78.3% | +589.3% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling