+170.1%
AMAT vs USFR
+14.3%
+155.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | +0.1% | +6.9% | +8.3% |
| 30D | -20.6% | +0.4% | -21.0% | -16.0% |
| 3M | -24.8% | +1.1% | -25.8% | -10.8% |
| 6M | -10.7% | +2.1% | -12.8% | +22.6% |
| YTD | +54.3% | +3.4% | +50.8% | +141.8% |
| 1Y | +73.7% | +4.1% | +69.6% | +186.8% |
| All | +170.1% | +14.3% | +155.8% | +277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling