+142.7%
AMAT vs FDS
-23.2%
+165.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +3.3% |
| 7D | -14.7% | -0.5% | -14.2% | -14.7% |
| 30D | -36.1% | +20.2% | -56.3% | -33.2% |
| 3M | -36.9% | +19.9% | -56.7% | -33.7% |
| 6M | -22.2% | +56.2% | -78.4% | -15.9% |
| YTD | +29.9% | +14.6% | +15.4% | +46.2% |
| 1Y | +43.3% | +31.6% | +11.7% | +55.5% |
| 3Y | +142.7% | -23.8% | +166.5% | +196.1% |
| All | +142.7% | -23.2% | +165.8% | +196.1% |
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