+126.7%
AMAT vs F
-12.6%
+139.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -14.7% | +1.6% | -16.3% | -15.3% |
| 30D | -36.1% | +2.6% | -38.7% | -36.9% |
| 3M | -36.9% | -8.8% | -28.0% | -35.1% |
| 6M | -22.2% | +4.6% | -26.8% | -26.3% |
| YTD | +29.9% | -1.9% | +31.8% | +26.4% |
| 1Y | +43.3% | -0.8% | +44.0% | +38.6% |
| 3Y | +142.7% | +43.5% | +99.2% | +83.1% |
| All | +126.7% | -12.6% | +139.3% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling