+1,362.0%
AMAT vs FTI
+183.5%
+1,178.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +19.3% | +5.4% | +13.9% | +17.4% |
| 30D | -17.9% | -8.2% | -9.7% | -15.6% |
| 3M | -30.4% | -13.7% | -16.7% | -27.2% |
| 6M | -11.4% | -11.2% | -0.3% | -8.3% |
| YTD | +48.8% | +46.0% | +2.8% | +32.1% |
| 1Y | +66.0% | +51.8% | +14.2% | +45.5% |
| 3Y | +158.8% | +206.7% | -47.9% | +79.8% |
| 5Y | +153.2% | +862.0% | -708.8% | +18.0% |
| All | +1,362.0% | +183.5% | +1,178.5% | +668.1% |
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