+165.0%
AMAT vs FDS
-24.3%
+189.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.4% | +11.7% | +11.3% |
| 7D | -1.1% | -5.0% | +3.9% | -2.2% |
| 30D | -26.9% | +13.8% | -40.7% | -24.5% |
| 3M | -31.2% | +14.8% | -46.0% | -28.3% |
| 6M | -14.7% | +47.4% | -62.1% | -7.7% |
| YTD | +44.7% | +14.2% | +30.6% | +62.7% |
| 1Y | +62.0% | +26.6% | +35.3% | +77.3% |
| 3Y | +165.0% | -24.4% | +189.4% | +222.9% |
| All | +165.0% | -24.3% | +189.3% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling