+132.8%
AMAT vs F
+41.1%
+91.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.5% | -13.3% |
| 7D | -24.3% | +1.4% | -25.7% | -24.6% |
| 30D | -39.8% | +2.0% | -41.8% | -40.2% |
| 3M | -40.2% | -10.4% | -29.8% | -38.7% |
| 6M | -22.1% | +9.7% | -31.8% | -26.6% |
| YTD | +24.7% | -1.2% | +25.9% | +21.4% |
| 1Y | +33.3% | 0.0% | +33.2% | +29.3% |
| All | +132.8% | +41.1% | +91.8% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling