-43.1%
AMAT vs SPCH
-59.6%
+16.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +16.8% | -12.6% | +1.4% |
| 7D | -14.7% | -3.0% | -11.7% | -14.4% |
| 30D | -36.1% | -39.8% | +3.7% | -31.8% |
| 3M | -36.9% | +16.8% | -53.7% | -38.3% |
| All | -43.1% | -59.6% | +16.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling