+107.5%
AMAT vs FIG
-77.1%
+184.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -2.6% |
| 7D | +11.4% | +3.4% | +8.0% | +11.5% |
| 30D | -17.0% | -9.5% | -7.6% | -17.4% |
| 3M | -30.6% | -26.2% | -4.4% | -31.8% |
| 6M | -14.9% | +2.7% | -17.6% | -14.7% |
| YTD | +44.7% | -48.0% | +92.6% | +51.0% |
| 1Y | +66.9% | -52.0% | +118.9% | +74.7% |
| All | +107.5% | -77.1% | +184.6% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling