+78.8%
AMAT vs FIG
-78.3%
+157.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -16.7% | +3.1% | -14.5% |
| 7D | -24.3% | -17.4% | -6.9% | -25.1% |
| 30D | -39.8% | -15.9% | -23.9% | -40.3% |
| 3M | -40.2% | -34.5% | -5.7% | -41.5% |
| 6M | -22.1% | -5.0% | -17.1% | -22.0% |
| YTD | +24.7% | -50.7% | +75.3% | +29.8% |
| 1Y | +33.3% | -58.1% | +91.4% | +39.7% |
| All | +78.8% | -78.3% | +157.1% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling