+147.1%
AMAT vs FRSH
-70.2%
+217.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.8% | +12.2% | +11.5% |
| 7D | -1.1% | -15.5% | +14.4% | +2.4% |
| 30D | -26.9% | -13.7% | -13.2% | -24.8% |
| 3M | -31.2% | +1.4% | -32.6% | -32.1% |
| 6M | -14.7% | +36.0% | -50.7% | -22.7% |
| YTD | +44.7% | -2.0% | +46.7% | +40.3% |
| 1Y | +62.0% | +7.3% | +54.6% | +52.8% |
| 3Y | +165.0% | -29.6% | +194.5% | +169.3% |
| 5Y | +147.1% | -69.2% | +216.3% | +152.3% |
| All | +147.1% | -70.2% | +217.3% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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