+147.1%
AMAT vs FND
-63.9%
+211.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | +11.4% | -6.8% | +18.2% | +14.4% |
| 30D | -17.0% | +8.0% | -25.0% | -20.0% |
| 3M | -30.6% | -18.9% | -11.7% | -25.7% |
| 6M | -14.9% | +4.7% | -19.6% | -18.9% |
| YTD | +44.7% | -21.6% | +66.3% | +52.3% |
| 1Y | +66.9% | -22.0% | +88.9% | +75.6% |
| 3Y | +153.3% | -40.4% | +193.7% | +175.1% |
| All | +147.1% | -63.9% | +211.0% | +212.5% |
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