+126.7%
AMAT vs SFM
+105.4%
+21.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.1% | +4.5% |
| 7D | -14.7% | -1.2% | -13.5% | -14.7% |
| 30D | -36.1% | -24.8% | -11.3% | -35.1% |
| 3M | -36.9% | -43.7% | +6.8% | -34.4% |
| 6M | -22.2% | -37.3% | +15.1% | -20.4% |
| YTD | +29.9% | -38.4% | +68.3% | +32.4% |
| 1Y | +43.3% | -36.9% | +80.2% | +45.4% |
| 3Y | +142.7% | +20.7% | +122.0% | +115.2% |
| All | +126.7% | +105.4% | +21.4% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling