+43.3%
AMAT vs FE
+5.1%
+38.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +3.4% |
| 7D | -14.7% | -1.0% | -13.7% | -15.1% |
| 30D | -36.1% | +4.1% | -40.2% | -34.7% |
| 3M | -36.9% | -1.0% | -35.8% | -36.9% |
| 6M | -22.2% | +4.0% | -26.2% | -20.8% |
| YTD | +29.9% | +6.8% | +23.1% | +35.2% |
| 1Y | +43.3% | +5.3% | +38.0% | +48.7% |
| All | +43.3% | +5.1% | +38.1% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling