+256.8%
AMAT vs FRSH
-72.0%
+328.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +5.0% |
| 7D | +7.0% | -10.1% | +17.1% | +9.2% |
| 30D | -12.2% | +2.2% | -14.4% | -13.0% |
| 3M | -3.8% | +28.6% | -32.4% | -10.5% |
| 6M | +45.9% | +40.2% | +5.7% | +31.5% |
| YTD | +84.6% | -1.2% | +85.9% | +79.7% |
| 1Y | +193.4% | -7.9% | +201.3% | +190.3% |
| 3Y | +228.1% | -44.7% | +272.8% | +256.1% |
| All | +256.8% | -72.0% | +328.8% | +256.4% |
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