+61.4%
AMAT vs FTI
+57.1%
+4.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -1.7% |
| 7D | -11.2% | -9.7% | -1.5% | -7.2% |
| 30D | -31.9% | -8.2% | -23.7% | -29.3% |
| 3M | -32.3% | -7.8% | -24.5% | -30.3% |
| 6M | -5.4% | -13.4% | +8.0% | -0.5% |
| YTD | +44.3% | +45.1% | -0.8% | +15.4% |
| 1Y | +61.4% | +54.6% | +6.8% | +25.6% |
| All | +61.4% | +57.1% | +4.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling