+61.4%
AMAT vs F
+2.7%
+58.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.9% |
| 7D | -11.2% | +6.0% | -17.2% | -12.4% |
| 30D | -31.9% | +4.3% | -36.2% | -32.6% |
| 3M | -32.3% | -10.1% | -22.3% | -30.9% |
| 6M | -5.4% | +12.8% | -18.2% | -16.3% |
| YTD | +44.3% | -0.1% | +44.3% | +32.6% |
| 1Y | +61.4% | +3.7% | +57.7% | +45.1% |
| All | +61.4% | +2.7% | +58.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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