+117.1%
AMAT vs FDS
-19.3%
+136.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.6% |
| 7D | -24.3% | +6.4% | -30.7% | -24.4% |
| 30D | -39.8% | +25.2% | -65.0% | -40.3% |
| 3M | -40.2% | +22.9% | -63.1% | -40.7% |
| 6M | -22.1% | +56.5% | -78.6% | -27.1% |
| YTD | +24.7% | +19.0% | +5.7% | +27.6% |
| 1Y | +33.3% | +32.7% | +0.5% | +28.6% |
| 3Y | +133.9% | -20.4% | +154.3% | +186.5% |
| 5Y | +117.1% | -19.6% | +136.7% | +160.4% |
| All | +117.1% | -19.3% | +136.3% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling