+86.3%
AMAT vs FIG
-77.9%
+164.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +4.3% |
| 7D | -14.7% | -13.1% | -1.6% | -15.4% |
| 30D | -36.1% | -13.0% | -23.1% | -36.5% |
| 3M | -36.9% | -21.5% | -15.3% | -37.5% |
| 6M | -22.2% | -2.5% | -19.7% | -22.0% |
| YTD | +29.9% | -49.7% | +79.6% | +35.4% |
| 1Y | +43.3% | -59.1% | +102.4% | +50.6% |
| All | +86.3% | -77.9% | +164.2% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling