+43.3%
AMAT vs FN
-33.3%
+76.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.7% | -7.4% | -1.5% |
| 7D | -14.7% | 0.0% | -14.7% | -15.1% |
| 30D | -36.1% | -34.3% | -1.8% | -22.4% |
| 3M | -36.9% | -39.9% | +3.0% | -21.6% |
| 6M | -22.2% | -51.8% | +29.6% | +4.6% |
| YTD | +29.9% | -28.1% | +58.1% | +41.7% |
| 1Y | +43.3% | -29.1% | +72.3% | +55.3% |
| All | +43.3% | -33.3% | +76.6% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling