+142.7%
AMAT vs FTV
+33.2%
+109.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | +0.2% | -14.9% | -14.6% |
| 30D | -36.1% | +15.7% | -51.8% | -41.4% |
| 3M | -36.9% | +7.5% | -44.4% | -39.5% |
| 6M | -22.2% | +8.5% | -30.7% | -26.4% |
| YTD | +29.9% | +18.8% | +11.1% | +12.8% |
| 1Y | +43.3% | +28.5% | +14.7% | +15.7% |
| 3Y | +142.7% | +34.0% | +108.7% | +86.0% |
| All | +142.7% | +33.2% | +109.5% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling