+73.7%
AMAT vs FTV
+32.8%
+40.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +6.0% |
| 7D | +7.0% | -0.7% | +7.6% | +7.1% |
| 30D | -20.6% | +18.3% | -38.9% | -22.3% |
| 3M | -24.8% | +10.2% | -35.0% | -25.7% |
| 6M | -10.7% | +12.8% | -23.6% | -11.8% |
| YTD | +54.3% | +23.4% | +30.9% | +53.1% |
| 1Y | +73.7% | +31.4% | +42.3% | +70.0% |
| All | +73.7% | +32.8% | +40.9% | +70.0% |
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