+2,093.3%
AMAT vs FTI
+1,755.2%
+338.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | +7.0% | +1.4% | +5.6% | +6.7% |
| 30D | -20.6% | -6.3% | -14.3% | -18.8% |
| 3M | -24.8% | -13.1% | -11.6% | -21.2% |
| 6M | -10.7% | -8.0% | -2.8% | -8.5% |
| YTD | +54.3% | +47.1% | +7.2% | +35.3% |
| 1Y | +73.7% | +50.7% | +23.1% | +50.9% |
| 3Y | +168.4% | +209.0% | -40.5% | +79.8% |
| 5Y | +167.6% | +847.0% | -679.4% | +15.9% |
| 10Y | +1,425.2% | +184.3% | +1,240.9% | +726.5% |
| All | +2,093.3% | +1,755.2% | +338.2% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling