+117.1%
AMAT vs SFM
+118.6%
-1.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.1% | -8.4% | -13.3% |
| 7D | -24.3% | +7.5% | -31.8% | -24.6% |
| 30D | -39.8% | -20.8% | -19.0% | -39.0% |
| 3M | -40.2% | -39.4% | -0.8% | -38.2% |
| 6M | -22.1% | -34.5% | +12.4% | -20.5% |
| YTD | +24.7% | -35.2% | +59.9% | +26.7% |
| 1Y | +33.3% | -35.3% | +68.6% | +35.4% |
| 3Y | +133.9% | +23.9% | +109.9% | +107.7% |
| 5Y | +117.1% | +113.8% | +3.2% | +91.6% |
| All | +117.1% | +118.6% | -1.5% | +91.6% |
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