+61.4%
AMAT vs FDS
+31.1%
+30.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -1.9% |
| 7D | -11.2% | +9.4% | -20.6% | -6.9% |
| 30D | -31.9% | +23.8% | -55.7% | -24.0% |
| 3M | -32.3% | +25.1% | -57.5% | -23.3% |
| 6M | -5.4% | +53.8% | -59.2% | +20.0% |
| YTD | +44.3% | +19.6% | +24.7% | +75.1% |
| 1Y | +61.4% | +31.6% | +29.7% | +106.9% |
| All | +61.4% | +31.1% | +30.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling