+126.7%
AMAT vs USFR
+21.3%
+105.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.3% |
| 7D | -14.7% | +0.1% | -14.8% | -14.4% |
| 30D | -36.1% | +0.4% | -36.5% | -35.3% |
| 3M | -36.9% | +1.1% | -37.9% | -34.6% |
| 6M | -22.2% | +2.1% | -24.2% | -17.2% |
| YTD | +29.9% | +3.4% | +26.5% | +40.1% |
| 1Y | +43.3% | +4.1% | +39.2% | +55.1% |
| 3Y | +142.7% | +14.4% | +128.3% | +122.3% |
| All | +126.7% | +21.3% | +105.4% | +64.1% |
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