+1,321.9%
AMAT vs FTI
+189.4%
+1,132.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.4% |
| 7D | +11.4% | +4.3% | +7.0% | +9.9% |
| 30D | -17.0% | -4.7% | -12.4% | -15.7% |
| 3M | -30.6% | -13.5% | -17.1% | -27.4% |
| 6M | -14.9% | -8.7% | -6.2% | -12.7% |
| YTD | +44.7% | +49.0% | -4.3% | +27.6% |
| 1Y | +66.9% | +54.0% | +12.9% | +45.5% |
| 3Y | +153.3% | +211.6% | -58.3% | +75.1% |
| 5Y | +146.2% | +881.9% | -735.6% | +14.0% |
| All | +1,321.9% | +189.4% | +1,132.5% | +642.1% |
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