+189.0%
AMAT vs FGI
-70.3%
+259.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -3.2% |
| 7D | -11.2% | +3.3% | -14.5% | -11.2% |
| 30D | -31.9% | -2.0% | -29.8% | -31.9% |
| 3M | -32.3% | +60.3% | -92.6% | -33.2% |
| 6M | -5.4% | +0.7% | -6.1% | -6.1% |
| YTD | +44.3% | +30.2% | +14.1% | +41.1% |
| 1Y | +61.4% | +44.4% | +17.0% | +57.4% |
| 3Y | +170.6% | -0.4% | +171.0% | +163.1% |
| All | +189.0% | -70.3% | +259.3% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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