+107.5%
AMAT vs FIG
-77.2%
+184.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.2% | +11.5% |
| 7D | -1.1% | -12.6% | +11.5% | -1.9% |
| 30D | -26.9% | -13.8% | -13.1% | -27.5% |
| 3M | -31.2% | -16.7% | -14.5% | -31.7% |
| 6M | -14.7% | -6.1% | -8.6% | -14.2% |
| YTD | +44.7% | -48.1% | +92.8% | +51.0% |
| 1Y | +62.0% | -56.2% | +118.1% | +70.2% |
| All | +107.5% | -77.2% | +184.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling