+117.1%
AMAT vs FN
+148.3%
-31.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -14.2% | +0.7% | -7.2% |
| 7D | -24.3% | -16.0% | -8.3% | -18.3% |
| 30D | -39.8% | -40.1% | +0.3% | -24.7% |
| 3M | -40.2% | -43.9% | +3.7% | -24.2% |
| 6M | -22.1% | -55.6% | +33.5% | +7.8% |
| YTD | +24.7% | -35.7% | +60.3% | +43.4% |
| 1Y | +33.3% | -39.8% | +73.1% | +56.5% |
| 3Y | +133.9% | +80.3% | +53.6% | +53.2% |
| 5Y | +117.1% | +143.3% | -26.2% | +11.4% |
| All | +117.1% | +148.3% | -31.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling