+1,587.5%
AMAT vs FN
+900.0%
+687.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +2.9% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | -22.0% | +7.2% | -5.8% |
| 3M | -9.3% | -43.0% | +33.7% | +15.1% |
| 6M | +27.4% | -27.7% | +55.1% | +41.5% |
| YTD | +77.6% | -10.5% | +88.1% | +77.1% |
| 1Y | +188.9% | +12.5% | +176.5% | +157.4% |
| 3Y | +202.3% | +153.8% | +48.5% | +65.9% |
| 5Y | +248.9% | +288.0% | -39.1% | +46.8% |
| All | +1,587.5% | +900.0% | +687.5% | +358.0% |
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