+188.9%
AMAT vs FTV
+21.5%
+167.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | -1.5% | -4.6% | +3.1% | -0.6% |
| 30D | -14.8% | -7.2% | -7.6% | -13.6% |
| 3M | -9.3% | -7.3% | -2.0% | -7.6% |
| 6M | +27.4% | -1.6% | +29.0% | +27.4% |
| YTD | +77.6% | +3.3% | +74.2% | +78.3% |
| 1Y | +188.9% | +20.2% | +168.7% | +159.3% |
| All | +188.9% | +21.5% | +167.4% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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