+1,587.5%
AMAT vs F
+98.4%
+1,489.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.7% |
| 7D | -1.5% | +5.3% | -6.8% | -3.7% |
| 30D | -14.8% | +4.6% | -19.4% | -16.8% |
| 3M | -9.3% | -3.7% | -5.6% | -8.4% |
| 6M | +27.4% | +16.8% | +10.6% | +16.6% |
| YTD | +77.6% | +15.3% | +62.3% | +63.0% |
| 1Y | +188.9% | +31.0% | +157.9% | +149.1% |
| 3Y | +202.3% | +45.4% | +156.9% | +135.6% |
| 5Y | +248.9% | +54.7% | +194.2% | +157.2% |
| All | +1,587.5% | +98.4% | +1,489.1% | +853.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling