+1,587.5%
AMAT vs FDS
+84.7%
+1,502.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.5% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -14.8% | +9.0% | -23.8% | -17.7% |
| 3M | -9.3% | +18.9% | -28.1% | -17.9% |
| 6M | +27.4% | +35.1% | -7.7% | +5.2% |
| YTD | +77.6% | +5.5% | +72.1% | +64.9% |
| 1Y | +188.9% | -16.8% | +205.8% | +202.8% |
| 3Y | +202.3% | -28.1% | +230.4% | +239.7% |
| 5Y | +248.9% | -17.4% | +266.3% | +250.3% |
| All | +1,587.5% | +84.7% | +1,502.8% | +913.0% |
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