+247.2%
AMAT vs FTV
+2.3%
+244.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | -1.5% | -4.5% | +3.0% | +2.1% |
| 30D | -14.8% | -7.1% | -7.7% | -9.9% |
| 3M | -9.3% | -7.2% | -2.1% | -4.8% |
| 6M | +27.4% | -1.5% | +28.9% | +27.0% |
| YTD | +77.6% | +3.5% | +74.1% | +65.2% |
| 1Y | +188.9% | +20.3% | +168.6% | +132.2% |
| 3Y | +202.3% | -3.1% | +205.4% | +193.9% |
| All | +247.2% | +2.3% | +244.9% | +192.1% |
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