+203.0%
AMAT vs FTV
-3.2%
+206.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -1.5% | -4.5% | +3.0% | +1.3% |
| 30D | -14.8% | -7.1% | -7.7% | -10.9% |
| 3M | -9.3% | -7.2% | -2.1% | -5.6% |
| 6M | +27.4% | -1.5% | +28.9% | +27.1% |
| YTD | +77.6% | +3.5% | +74.1% | +67.8% |
| 1Y | +188.9% | +20.3% | +168.6% | +139.2% |
| All | +203.0% | -3.2% | +206.2% | +183.3% |
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