+151.1%
AMAT vs FRSH
-72.0%
+223.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.9% | +5.1% |
| 7D | -14.7% | -17.7% | +3.0% | -11.3% |
| 30D | -36.1% | -11.0% | -25.1% | -34.7% |
| 3M | -36.9% | +4.5% | -41.3% | -38.0% |
| 6M | -22.2% | +36.2% | -58.4% | -29.2% |
| YTD | +29.9% | -1.1% | +31.1% | +26.0% |
| 1Y | +43.3% | +11.6% | +31.6% | +34.2% |
| 3Y | +142.7% | -33.9% | +176.6% | +150.8% |
| 5Y | +126.2% | -68.4% | +194.6% | +125.7% |
| All | +151.1% | -72.0% | +223.1% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling