-45.4%
AMAT vs SPCH
-65.4%
+20.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.1% | +4.5% | -10.6% |
| 7D | -24.3% | -27.7% | +3.4% | -20.3% |
| 30D | -39.8% | -51.2% | +11.4% | -33.5% |
| 3M | -40.2% | +11.3% | -51.5% | -40.7% |
| All | -45.4% | -65.4% | +20.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling