+154.7%
AMAT vs FIG
-71.6%
+226.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.7% | +4.0% |
| 7D | -1.5% | -16.3% | +14.8% | -2.8% |
| 30D | -14.8% | -14.3% | -0.5% | -15.3% |
| 3M | -9.3% | +7.2% | -16.4% | -7.0% |
| 6M | +27.4% | -18.6% | +46.0% | +32.8% |
| YTD | +77.6% | -35.5% | +113.0% | +87.7% |
| 1Y | +188.9% | -55.8% | +244.7% | +212.0% |
| All | +154.7% | -71.6% | +226.3% | +163.3% |
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