+203.0%
AMAT vs FN
+158.4%
+44.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.0% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | -22.0% | +7.2% | -6.4% |
| 3M | -9.3% | -43.0% | +33.7% | +13.1% |
| 6M | +27.4% | -27.7% | +55.1% | +40.7% |
| YTD | +77.6% | -10.5% | +88.1% | +78.2% |
| 1Y | +188.9% | +12.5% | +176.5% | +162.4% |
| All | +203.0% | +158.4% | +44.7% | +77.9% |
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 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