+149.8%
AMAT vs FGI
-70.3%
+220.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | 0.0% | -13.5% | -13.6% |
| 7D | -24.3% | -11.6% | -12.7% | -24.2% |
| 30D | -39.8% | -3.3% | -36.5% | -39.8% |
| 3M | -40.2% | +65.6% | -105.8% | -41.0% |
| 6M | -22.1% | -2.8% | -19.3% | -22.7% |
| YTD | +24.7% | +30.1% | -5.5% | +22.0% |
| 1Y | +33.3% | +50.2% | -16.9% | +30.0% |
| 3Y | +133.9% | -0.4% | +134.3% | +127.4% |
| All | +149.8% | -70.3% | +220.1% | +156.2% |
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