+188.9%
AMAT vs FTI
+108.8%
+80.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -1.5% | +5.3% | -6.8% | -3.6% |
| 30D | -14.8% | +15.3% | -30.1% | -19.8% |
| 3M | -9.3% | +15.8% | -25.0% | -15.0% |
| 6M | +27.4% | +22.6% | +4.8% | +15.1% |
| YTD | +77.6% | +79.5% | -2.0% | +48.0% |
| 1Y | +188.9% | +102.0% | +86.9% | +135.8% |
| All | +188.9% | +108.8% | +80.2% | +135.8% |
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