+1,162.1%
AMAT vs FTI
+184.4%
+977.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.2% |
| 7D | -14.7% | -7.6% | -7.1% | -12.4% |
| 30D | -36.1% | -7.1% | -29.0% | -34.6% |
| 3M | -36.9% | -8.7% | -28.2% | -35.2% |
| 6M | -22.2% | -14.0% | -8.2% | -18.7% |
| YTD | +29.9% | +42.8% | -12.9% | +16.1% |
| 1Y | +43.3% | +50.4% | -7.1% | +25.9% |
| 3Y | +142.7% | +194.1% | -51.4% | +70.9% |
| 5Y | +126.2% | +775.2% | -649.0% | +8.7% |
| All | +1,162.1% | +184.4% | +977.7% | +563.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling