+153.2%
AMAT vs USFR
+21.4%
+131.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +19.3% | +0.1% | +19.3% | +19.6% |
| 30D | -17.9% | +0.4% | -18.3% | -16.9% |
| 3M | -30.4% | +1.0% | -31.5% | -27.8% |
| 6M | -11.4% | +2.0% | -13.5% | -5.3% |
| YTD | +48.8% | +3.4% | +45.3% | +61.9% |
| 1Y | +66.0% | +4.1% | +61.9% | +81.6% |
| 3Y | +158.8% | +14.4% | +144.4% | +145.6% |
| 5Y | +153.2% | +21.4% | +131.8% | +96.8% |
| All | +153.2% | +21.4% | +131.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling