+255.8%
AMAT vs FGI
-70.4%
+326.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +4.2% |
| 7D | -1.5% | +0.5% | -2.1% | -1.5% |
| 30D | -14.8% | +65.4% | -80.2% | -15.9% |
| 3M | -9.3% | +23.5% | -32.8% | -10.1% |
| 6M | +27.4% | +60.5% | -33.1% | +24.3% |
| YTD | +77.6% | +30.0% | +47.6% | +73.8% |
| 1Y | +188.9% | +82.1% | +106.9% | +178.0% |
| 3Y | +202.3% | -4.4% | +206.7% | +194.9% |
| All | +255.8% | -70.4% | +326.1% | +265.1% |
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