+1,315.3%
AMAT vs FTV
+113.3%
+1,201.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.7% | +9.3% |
| 7D | -1.1% | +0.4% | -1.5% | -0.9% |
| 30D | -26.9% | +17.2% | -44.1% | -35.2% |
| 3M | -31.2% | +8.9% | -40.1% | -35.6% |
| 6M | -14.7% | +11.3% | -26.0% | -22.2% |
| YTD | +44.7% | +21.9% | +22.8% | +19.5% |
| 1Y | +62.0% | +31.6% | +30.4% | +25.2% |
| 3Y | +165.0% | +38.1% | +126.9% | +96.1% |
| 5Y | +147.1% | +15.7% | +131.4% | +109.4% |
| 10Y | +1,315.3% | +107.5% | +1,207.8% | +687.1% |
| All | +1,315.3% | +113.3% | +1,201.9% | +687.1% |
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