+1,356.4%
AMAT vs FN
+789.5%
+566.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -0.5% |
| 7D | -11.2% | -7.0% | -4.2% | -8.8% |
| 30D | -31.9% | -24.7% | -7.2% | -23.2% |
| 3M | -32.3% | -35.7% | +3.3% | -19.1% |
| 6M | -5.4% | -52.4% | +47.0% | +27.4% |
| YTD | +44.3% | -25.0% | +69.2% | +54.3% |
| 1Y | +61.4% | -25.7% | +87.0% | +71.9% |
| 3Y | +170.6% | +110.2% | +60.4% | +60.0% |
| 5Y | +156.4% | +192.3% | -35.9% | +21.4% |
| 10Y | +1,356.4% | +812.3% | +544.1% | +308.9% |
| All | +1,356.4% | +789.5% | +566.9% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling