+61.4%
AMAT vs SFM
-35.8%
+97.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -2.6% |
| 7D | -11.2% | -12.3% | +1.1% | -12.3% |
| 30D | -31.9% | -16.2% | -15.7% | -33.2% |
| 3M | -32.3% | -36.8% | +4.4% | -36.7% |
| 6M | -5.4% | -32.6% | +27.2% | -9.7% |
| YTD | +44.3% | -31.7% | +76.0% | +40.2% |
| 1Y | +61.4% | -35.0% | +96.4% | +58.0% |
| All | +61.4% | -35.8% | +97.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling