+126.7%
AMAT vs FTI
+776.4%
-649.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.2% |
| 7D | -14.7% | -7.6% | -7.1% | -12.2% |
| 30D | -36.1% | -7.1% | -29.0% | -34.5% |
| 3M | -36.9% | -8.7% | -28.2% | -35.1% |
| 6M | -22.2% | -14.0% | -8.2% | -18.5% |
| YTD | +29.9% | +42.8% | -12.9% | +15.5% |
| 1Y | +43.3% | +50.4% | -7.1% | +25.2% |
| 3Y | +142.7% | +194.1% | -51.4% | +69.9% |
| All | +126.7% | +776.4% | -649.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling