+61.4%
AMAT vs FND
-10.3%
+71.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.9% | -14.2% | -5.1% |
| 7D | -11.2% | +12.3% | -23.5% | -13.1% |
| 30D | -31.9% | +14.7% | -46.6% | -33.7% |
| 3M | -32.3% | -12.0% | -20.3% | -30.0% |
| 6M | -5.4% | +10.8% | -16.2% | -8.8% |
| YTD | +44.3% | -12.3% | +56.5% | +44.8% |
| 1Y | +61.4% | -13.4% | +74.8% | +62.7% |
| All | +61.4% | -10.3% | +71.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling