+896.8%
AMAT vs FND
+70.0%
+826.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.9% |
| 7D | -2.5% | +6.8% | -9.3% | -5.0% |
| 30D | -26.5% | +13.1% | -39.6% | -30.3% |
| 3M | -28.6% | -13.1% | -15.5% | -25.7% |
| 6M | -14.2% | -0.6% | -13.7% | -16.5% |
| YTD | +45.5% | -15.5% | +61.0% | +48.8% |
| 1Y | +59.3% | -13.7% | +73.0% | +61.1% |
| 3Y | +153.1% | -35.0% | +188.1% | +169.7% |
| 5Y | +158.2% | -60.1% | +218.2% | +216.1% |
| All | +896.8% | +70.0% | +826.7% | +603.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling