+6,223.0%
AMAT vs FE
+567.2%
+5,655.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -11.2% | +1.7% | -12.9% | -11.7% |
| 30D | -31.9% | +8.1% | -40.0% | -33.7% |
| 3M | -32.3% | -1.3% | -31.0% | -32.2% |
| 6M | -5.4% | +2.9% | -8.3% | -7.1% |
| YTD | +44.3% | +8.6% | +35.7% | +39.0% |
| 1Y | +61.4% | +6.3% | +55.0% | +56.4% |
| 3Y | +170.6% | +45.1% | +125.5% | +131.4% |
| 5Y | +156.4% | +47.1% | +109.3% | +116.1% |
| 10Y | +1,356.4% | +110.6% | +1,245.8% | +969.0% |
| All | +6,223.0% | +567.2% | +5,655.7% | +2,884.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling