+188.9%
AMAT vs FE
+11.4%
+177.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.1% |
| 7D | -1.5% | +1.9% | -3.4% | -0.7% |
| 30D | -14.8% | -1.2% | -13.6% | -15.2% |
| 3M | -9.3% | +3.5% | -12.8% | -7.8% |
| 6M | +27.4% | -6.1% | +33.5% | +30.0% |
| YTD | +77.6% | +7.6% | +70.0% | +85.7% |
| 1Y | +188.9% | +11.9% | +177.0% | +201.0% |
| All | +188.9% | +11.4% | +177.5% | +201.0% |
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