+1,591.4%
AMAT vs USFR
+28.0%
+1,563.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -14.8% | +0.3% | -15.1% | -14.7% |
| 3M | -9.3% | +1.0% | -10.3% | -9.1% |
| 6M | +27.4% | +1.9% | +25.4% | +27.6% |
| YTD | +77.6% | +2.6% | +75.0% | +77.7% |
| 1Y | +188.9% | +4.0% | +184.9% | +188.7% |
| 3Y | +202.3% | +14.1% | +188.2% | +189.4% |
| 5Y | +248.9% | +20.4% | +228.5% | +225.0% |
| All | +1,591.4% | +28.0% | +1,563.4% | +1,502.8% |
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