+203.0%
AMAT vs SFM
+108.0%
+95.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +4.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | -4.4% | -10.4% | -14.7% |
| 3M | -9.3% | +1.5% | -10.8% | -9.5% |
| 6M | +27.4% | +6.5% | +20.9% | +26.0% |
| YTD | +77.6% | +2.2% | +75.4% | +76.3% |
| 1Y | +188.9% | -41.9% | +230.8% | +209.0% |
| All | +203.0% | +108.0% | +95.1% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling