+1,315.3%
AMAT vs FTI
+185.2%
+1,130.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.6% | +11.1% |
| 7D | -1.1% | -4.3% | +3.3% | +0.5% |
| 30D | -26.9% | -8.0% | -18.9% | -24.9% |
| 3M | -31.2% | -8.0% | -23.2% | -29.5% |
| 6M | -14.7% | -8.7% | -6.0% | -12.5% |
| YTD | +44.7% | +43.9% | +0.8% | +29.1% |
| 1Y | +62.0% | +49.8% | +12.2% | +42.5% |
| 3Y | +165.0% | +211.7% | -46.7% | +83.5% |
| 5Y | +147.1% | +781.6% | -634.4% | +18.5% |
| 10Y | +1,315.3% | +180.2% | +1,135.1% | +644.3% |
| All | +1,315.3% | +185.2% | +1,130.1% | +644.3% |
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