+132.8%
AMAT vs FN
+80.0%
+52.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.2% | +0.7% | -7.2% |
| 7D | -24.3% | -16.0% | -8.3% | -18.4% |
| 30D | -39.8% | -40.1% | +0.3% | -24.9% |
| 3M | -40.2% | -43.9% | +3.7% | -24.5% |
| 6M | -22.1% | -55.6% | +33.5% | +7.1% |
| YTD | +24.7% | -35.7% | +60.3% | +43.6% |
| 1Y | +33.3% | -39.8% | +73.1% | +56.5% |
| All | +132.8% | +80.0% | +52.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling