+957.1%
AMAT vs FND
+68.8%
+888.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.1% |
| 3M | -24.8% | -15.6% | -9.2% | -20.8% |
| 6M | -10.7% | +4.7% | -15.5% | -14.7% |
| YTD | +54.3% | -16.1% | +70.4% | +58.2% |
| 1Y | +73.7% | -16.0% | +89.7% | +77.5% |
| 3Y | +168.4% | -35.5% | +203.9% | +186.7% |
| 5Y | +167.6% | -60.5% | +228.1% | +228.9% |
| All | +957.1% | +68.8% | +888.3% | +648.2% |
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