+137,736.4%
AMAT vs F
+639.5%
+137,096.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.8% |
| 7D | -1.5% | +5.3% | -6.8% | -3.3% |
| 30D | -14.8% | +4.6% | -19.4% | -16.4% |
| 3M | -9.3% | -3.7% | -5.6% | -8.5% |
| 6M | +27.4% | +16.8% | +10.6% | +18.7% |
| YTD | +77.6% | +15.3% | +62.3% | +66.0% |
| 1Y | +188.9% | +31.0% | +157.9% | +156.8% |
| 3Y | +202.3% | +45.4% | +156.9% | +149.5% |
| 5Y | +248.9% | +54.7% | +194.2% | +177.7% |
| 10Y | +1,585.2% | +98.2% | +1,487.0% | +1,060.7% |
| All | +137,736.4% | +639.5% | +137,096.9% | +39,190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling