+117.1%
AMAT vs F
-13.3%
+130.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.5% | -13.1% |
| 7D | -24.3% | +1.4% | -25.7% | -24.8% |
| 30D | -39.8% | +2.0% | -41.8% | -40.4% |
| 3M | -40.2% | -10.4% | -29.8% | -38.0% |
| 6M | -22.1% | +9.7% | -31.8% | -27.8% |
| YTD | +24.7% | -1.2% | +25.9% | +21.0% |
| 1Y | +33.3% | 0.0% | +33.2% | +28.5% |
| 3Y | +133.9% | +41.1% | +92.8% | +78.5% |
| 5Y | +117.1% | -11.4% | +128.5% | +104.6% |
| All | +117.1% | -13.3% | +130.4% | +104.6% |
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