+66.9%
AMAT vs FND
-24.7%
+91.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | +11.4% | -6.8% | +18.2% | +13.0% |
| 30D | -17.0% | +8.0% | -25.0% | -18.2% |
| 3M | -30.6% | -18.9% | -11.7% | -27.1% |
| 6M | -14.9% | +4.7% | -19.6% | -17.1% |
| YTD | +44.7% | -21.6% | +66.3% | +48.8% |
| 1Y | +66.9% | -22.0% | +88.9% | +71.8% |
| All | +66.9% | -24.7% | +91.6% | +71.8% |
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