+3,175.7%
AMAT vs SFM
+132.6%
+3,043.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.9% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -14.8% | -4.4% | -10.4% | -14.4% |
| 3M | -9.3% | +1.5% | -10.8% | -9.9% |
| 6M | +27.4% | +6.5% | +20.9% | +24.7% |
| YTD | +77.6% | +2.2% | +75.4% | +74.3% |
| 1Y | +188.9% | -41.9% | +230.8% | +207.9% |
| 3Y | +202.3% | +106.8% | +95.5% | +156.8% |
| 5Y | +248.9% | +231.6% | +17.3% | +167.7% |
| 10Y | +1,585.2% | +258.4% | +1,326.8% | +1,107.2% |
| All | +3,175.7% | +132.6% | +3,043.1% | +2,495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling