+4,422.7%
AMAT vs FN
+3,620.5%
+802.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.2% |
| 7D | -1.5% | -1.7% | +0.2% | -0.9% |
| 30D | -14.8% | -22.0% | +7.2% | -7.9% |
| 3M | -9.3% | -43.0% | +33.7% | +9.0% |
| 6M | +27.4% | -27.7% | +55.1% | +39.0% |
| YTD | +77.6% | -10.5% | +88.1% | +79.4% |
| 1Y | +188.9% | +12.5% | +176.5% | +169.5% |
| 3Y | +202.3% | +153.8% | +48.5% | +104.6% |
| 5Y | +248.9% | +288.0% | -39.1% | +102.1% |
| 10Y | +1,585.2% | +906.4% | +678.8% | +653.8% |
| All | +4,422.7% | +3,620.5% | +802.1% | +1,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling