+188.9%
AMAT vs FDS
-17.4%
+206.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +2.7% |
| 7D | -1.5% | -1.9% | +0.4% | -2.3% |
| 30D | -14.8% | +9.0% | -23.8% | -11.0% |
| 3M | -9.3% | +18.9% | -28.1% | +2.4% |
| 6M | +27.4% | +35.1% | -7.7% | +49.6% |
| YTD | +77.6% | +5.5% | +72.1% | +98.2% |
| 1Y | +188.9% | -16.8% | +205.8% | +222.8% |
| All | +188.9% | -17.4% | +206.3% | +222.8% |
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