+153.3%
AMAT vs FDS
-23.3%
+176.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +11.4% | +1.5% | +9.9% | +11.7% |
| 30D | -17.0% | +14.8% | -31.9% | -14.1% |
| 3M | -30.6% | +16.3% | -46.9% | -27.5% |
| 6M | -14.9% | +66.2% | -81.2% | -7.8% |
| YTD | +44.7% | +16.2% | +28.4% | +63.4% |
| 1Y | +66.9% | +21.8% | +45.0% | +86.1% |
| 3Y | +153.3% | -23.9% | +177.2% | +217.0% |
| All | +153.3% | -23.3% | +176.6% | +217.0% |
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 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