+167.6%
AMAT vs FND
-60.6%
+228.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.3% |
| 7D | +7.0% | -4.4% | +11.4% | +9.0% |
| 30D | -20.6% | +14.5% | -35.1% | -25.0% |
| 3M | -24.8% | -15.6% | -9.2% | -20.6% |
| 6M | -10.7% | +4.7% | -15.5% | -14.8% |
| YTD | +54.3% | -16.1% | +70.4% | +58.4% |
| 1Y | +73.7% | -16.0% | +89.7% | +77.7% |
| 3Y | +168.4% | -35.5% | +203.9% | +182.5% |
| 5Y | +167.6% | -60.5% | +228.1% | +230.9% |
| All | +167.6% | -60.6% | +228.2% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling