+142.7%
AMAT vs USFR
+14.4%
+128.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.5% |
| 7D | -14.7% | +0.1% | -14.8% | -13.3% |
| 30D | -36.1% | +0.4% | -36.5% | -31.9% |
| 3M | -36.9% | +1.1% | -37.9% | -24.7% |
| 6M | -22.2% | +2.1% | -24.2% | +8.4% |
| YTD | +29.9% | +3.4% | +26.5% | +108.8% |
| 1Y | +43.3% | +4.1% | +39.2% | +145.8% |
| 3Y | +142.7% | +14.4% | +128.3% | +441.7% |
| All | +142.7% | +14.4% | +128.2% | +441.7% |
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