+147.1%
AMAT vs FTV
+17.3%
+129.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +3.9% | +7.5% | +8.3% |
| 30D | -17.0% | +18.7% | -35.7% | -27.2% |
| 3M | -30.6% | +10.0% | -40.6% | -35.6% |
| 6M | -14.9% | +14.6% | -29.5% | -24.2% |
| YTD | +44.7% | +23.4% | +21.3% | +17.5% |
| 1Y | +66.9% | +31.3% | +35.6% | +27.6% |
| 3Y | +153.3% | +39.8% | +113.5% | +78.7% |
| All | +147.1% | +17.3% | +129.8% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling