+1,162.1%
AMAT vs FE
+105.3%
+1,056.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -14.7% | -1.0% | -13.7% | -14.5% |
| 30D | -36.1% | +4.1% | -40.2% | -37.1% |
| 3M | -36.9% | -1.0% | -35.8% | -36.8% |
| 6M | -22.2% | +4.0% | -26.2% | -23.9% |
| YTD | +29.9% | +6.8% | +23.1% | +25.5% |
| 1Y | +43.3% | +5.3% | +38.0% | +39.0% |
| 3Y | +142.7% | +44.6% | +98.1% | +103.2% |
| 5Y | +126.2% | +44.2% | +82.0% | +86.9% |
| All | +1,162.1% | +105.3% | +1,056.8% | +981.1% |
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