+1,820.1%
AMAT vs FTAI
+2,364.0%
-543.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.0% | -6.8% | +1.2% |
| 7D | -14.7% | -3.7% | -11.0% | -13.9% |
| 30D | -36.1% | +3.1% | -39.2% | -36.9% |
| 3M | -36.9% | -18.3% | -18.5% | -34.0% |
| 6M | -22.2% | -36.6% | +14.4% | -13.2% |
| YTD | +29.9% | -7.9% | +37.8% | +30.4% |
| 1Y | +43.3% | +12.0% | +31.3% | +36.4% |
| 3Y | +142.7% | +361.5% | -218.9% | +42.3% |
| 5Y | +126.2% | +819.9% | -693.6% | +6.7% |
| 10Y | +1,211.7% | +2,737.4% | -1,525.7% | +390.0% |
| All | +1,820.1% | +2,364.0% | -543.9% | +609.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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