+1,672.3%
AMAT vs FTI
+1,647.4%
+25.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.1% |
| 7D | -24.3% | -8.0% | -16.3% | -22.0% |
| 30D | -39.8% | -11.9% | -27.9% | -37.2% |
| 3M | -40.2% | -11.0% | -29.1% | -38.0% |
| 6M | -22.1% | -17.8% | -4.3% | -17.2% |
| YTD | +24.7% | +38.5% | -13.8% | +11.5% |
| 1Y | +33.3% | +45.9% | -12.7% | +16.9% |
| 3Y | +133.9% | +181.8% | -48.0% | +61.3% |
| 5Y | +117.1% | +748.6% | -631.6% | -2.5% |
| 10Y | +1,158.7% | +180.4% | +978.2% | +583.6% |
| All | +1,672.3% | +1,647.4% | +25.0% | +254.2% |
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