+1,321.9%
AMAT vs USFR
+28.6%
+1,293.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -17.0% | +0.4% | -17.4% | -17.0% |
| 3M | -30.6% | +1.1% | -31.7% | -30.4% |
| 6M | -14.9% | +2.0% | -17.0% | -14.5% |
| YTD | +44.7% | +3.5% | +41.2% | +45.3% |
| 1Y | +66.9% | +4.1% | +62.8% | +67.5% |
| 3Y | +153.3% | +14.4% | +138.9% | +144.6% |
| 5Y | +146.2% | +21.4% | +124.8% | +131.0% |
| All | +1,321.9% | +28.6% | +1,293.4% | +1,288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling