+247.2%
AMAT vs FN
+289.0%
-41.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +2.9% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | -22.0% | +7.2% | -6.2% |
| 3M | -9.3% | -43.0% | +33.7% | +13.9% |
| 6M | +27.4% | -27.7% | +55.1% | +41.0% |
| YTD | +77.6% | -10.5% | +88.1% | +77.7% |
| 1Y | +188.9% | +12.5% | +176.5% | +160.0% |
| 3Y | +202.3% | +153.8% | +48.5% | +71.6% |
| All | +247.2% | +289.0% | -41.8% | +50.5% |
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