+66.9%
AMAT vs FTI
+54.7%
+12.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.8% |
| 7D | +11.4% | +4.3% | +7.0% | +9.0% |
| 30D | -17.0% | -4.7% | -12.4% | -15.3% |
| 3M | -30.6% | -13.5% | -17.1% | -25.8% |
| 6M | -14.9% | -8.7% | -6.2% | -12.8% |
| YTD | +44.7% | +49.0% | -4.3% | +15.7% |
| 1Y | +66.9% | +54.0% | +12.9% | +31.4% |
| All | +66.9% | +54.7% | +12.2% | +31.4% |
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