+156.4%
AMAT vs FN
+197.1%
-40.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -0.6% |
| 7D | -11.2% | -7.0% | -4.2% | -8.8% |
| 30D | -31.9% | -24.7% | -7.2% | -23.5% |
| 3M | -32.3% | -35.7% | +3.3% | -19.6% |
| 6M | -5.4% | -52.4% | +47.0% | +25.9% |
| YTD | +44.3% | -25.0% | +69.2% | +54.5% |
| 1Y | +61.4% | -25.7% | +87.0% | +72.1% |
| 3Y | +170.6% | +110.2% | +60.4% | +65.0% |
| 5Y | +156.4% | +192.3% | -35.9% | +20.8% |
| All | +156.4% | +197.1% | -40.6% | +20.8% |
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