+1,111.0%
AMAT vs FE
+108.3%
+1,002.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.5% |
| 7D | -24.3% | +0.6% | -24.9% | -24.5% |
| 30D | -39.8% | +6.4% | -46.2% | -41.1% |
| 3M | -40.2% | -0.5% | -39.7% | -40.2% |
| 6M | -22.1% | +4.7% | -26.9% | -24.0% |
| YTD | +24.7% | +8.4% | +16.3% | +19.9% |
| 1Y | +33.3% | +7.2% | +26.0% | +28.5% |
| 3Y | +133.9% | +44.9% | +89.0% | +95.9% |
| 5Y | +117.1% | +46.3% | +70.8% | +78.5% |
| All | +1,111.0% | +108.3% | +1,002.7% | +932.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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