+43.3%
AMAT vs FTV
+29.5%
+13.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | -14.7% | +0.2% | -14.9% | -14.4% |
| 30D | -36.1% | +15.7% | -51.8% | -37.1% |
| 3M | -36.9% | +7.5% | -44.4% | -37.2% |
| 6M | -22.2% | +8.5% | -30.7% | -22.4% |
| YTD | +29.9% | +18.8% | +11.1% | +30.1% |
| 1Y | +43.3% | +28.5% | +14.7% | +43.0% |
| All | +43.3% | +29.5% | +13.8% | +43.0% |
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