+117.1%
AMAT vs FE
+46.2%
+70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.2% | -13.4% | -13.6% |
| 7D | -24.3% | +0.6% | -24.9% | -24.3% |
| 30D | -39.8% | +6.4% | -46.2% | -40.2% |
| 3M | -40.2% | -0.5% | -39.7% | -40.1% |
| 6M | -22.1% | +4.7% | -26.9% | -22.8% |
| YTD | +24.7% | +8.4% | +16.3% | +22.8% |
| 1Y | +33.3% | +7.2% | +26.0% | +31.4% |
| 3Y | +133.9% | +44.9% | +89.0% | +110.6% |
| 5Y | +117.1% | +46.3% | +70.8% | +93.3% |
| All | +117.1% | +46.2% | +70.8% | +93.3% |
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