+247.2%
AMAT vs FND
-60.2%
+307.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.6% |
| 7D | -1.5% | -5.2% | +3.7% | +0.5% |
| 30D | -14.8% | -19.9% | +5.1% | -7.5% |
| 3M | -9.3% | +2.7% | -12.0% | -11.6% |
| 6M | +27.4% | -21.7% | +49.1% | +37.0% |
| YTD | +77.6% | -17.5% | +95.1% | +85.2% |
| 1Y | +188.9% | -39.3% | +228.2% | +239.4% |
| 3Y | +202.3% | -49.8% | +252.1% | +260.2% |
| All | +247.2% | -60.2% | +307.4% | +324.1% |
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