+1,162.1%
AMAT vs FDS
+135.4%
+1,026.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +5.4% |
| 7D | -14.7% | -0.5% | -14.2% | -14.8% |
| 30D | -36.1% | +20.2% | -56.3% | -40.4% |
| 3M | -36.9% | +19.9% | -56.7% | -41.7% |
| 6M | -22.2% | +56.2% | -78.4% | -39.2% |
| YTD | +29.9% | +14.6% | +15.4% | +16.0% |
| 1Y | +43.3% | +31.6% | +11.7% | +16.4% |
| 3Y | +142.7% | -23.8% | +166.5% | +167.1% |
| 5Y | +126.2% | -22.6% | +148.8% | +142.4% |
| All | +1,162.1% | +135.4% | +1,026.7% | +621.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling