+152.3%
AMAT vs FE
+46.9%
+105.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.5% | -0.5% | -1.9% | -2.4% |
| 30D | -26.5% | +4.3% | -30.8% | -26.8% |
| 3M | -28.6% | +0.4% | -29.0% | -28.6% |
| 6M | -14.2% | +6.9% | -21.2% | -15.3% |
| YTD | +45.5% | +8.0% | +37.5% | +43.3% |
| 1Y | +59.3% | +4.8% | +54.5% | +57.6% |
| 3Y | +153.1% | +49.0% | +104.1% | +124.6% |
| All | +152.3% | +46.9% | +105.4% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling