+1,370.8%
AMAT vs FTV
+107.5%
+1,263.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -2.5% | +1.4% | -3.8% | -3.1% |
| 30D | -26.5% | +18.3% | -44.8% | -35.3% |
| 3M | -28.6% | +9.8% | -38.4% | -33.6% |
| 6M | -14.2% | +12.3% | -26.6% | -22.3% |
| YTD | +45.5% | +23.1% | +22.4% | +19.2% |
| 1Y | +59.3% | +32.5% | +26.8% | +22.5% |
| 3Y | +153.1% | +38.3% | +114.8% | +87.0% |
| 5Y | +158.2% | +16.8% | +141.3% | +117.0% |
| 10Y | +1,370.8% | +106.6% | +1,264.2% | +696.4% |
| All | +1,370.8% | +107.5% | +1,263.3% | +696.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling