+247.2%
AMAT vs SFM
+230.0%
+17.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +4.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | -4.4% | -10.4% | -14.5% |
| 3M | -9.3% | +1.5% | -10.8% | -9.7% |
| 6M | +27.4% | +6.5% | +20.9% | +25.3% |
| YTD | +77.6% | +2.2% | +75.4% | +75.2% |
| 1Y | +188.9% | -41.9% | +230.8% | +208.4% |
| 3Y | +202.3% | +106.8% | +95.5% | +159.5% |
| All | +247.2% | +230.0% | +17.3% | +181.1% |
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