+7,992.7%
AMAT vs FE
+556.9%
+7,435.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | +7.0% | +0.6% | +6.4% | +6.8% |
| 30D | -12.2% | -2.1% | -10.1% | -11.6% |
| 3M | -3.8% | +2.6% | -6.5% | -5.0% |
| 6M | +45.9% | -6.8% | +52.7% | +48.3% |
| YTD | +84.6% | +6.9% | +77.8% | +79.2% |
| 1Y | +193.4% | +11.6% | +181.8% | +180.1% |
| 3Y | +228.1% | +47.7% | +180.4% | +178.8% |
| 5Y | +268.9% | +46.2% | +222.7% | +212.0% |
| 10Y | +1,665.8% | +109.2% | +1,556.6% | +1,200.6% |
| All | +7,992.7% | +556.9% | +7,435.8% | +3,747.3% |
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 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