+790.3%
AMAT vs FND
+69.4%
+720.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -14.7% | +7.7% | -22.4% | -17.3% |
| 30D | -36.1% | +11.9% | -47.9% | -39.2% |
| 3M | -36.9% | -14.6% | -22.3% | -33.9% |
| 6M | -22.2% | +0.5% | -22.6% | -24.6% |
| YTD | +29.9% | -15.8% | +45.8% | +32.9% |
| 1Y | +43.3% | -12.9% | +56.2% | +44.2% |
| 3Y | +142.7% | -34.2% | +176.8% | +157.0% |
| 5Y | +126.2% | -61.6% | +187.8% | +180.7% |
| All | +790.3% | +69.4% | +720.8% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling