+1,315.3%
AMAT vs SPG
+117.3%
+1,198.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.6% |
| 7D | -1.1% | +5.1% | -6.1% | -2.8% |
| 30D | -26.9% | +16.8% | -43.8% | -31.1% |
| 3M | -31.2% | +5.7% | -36.8% | -32.7% |
| 6M | -14.7% | +17.8% | -32.5% | -20.5% |
| YTD | +44.7% | +30.1% | +14.6% | +29.7% |
| 1Y | +62.0% | +32.8% | +29.2% | +43.9% |
| 3Y | +165.0% | +137.2% | +27.7% | +87.5% |
| 5Y | +147.1% | +81.5% | +65.6% | +90.1% |
| 10Y | +1,315.3% | +116.5% | +1,198.7% | +866.8% |
| All | +1,315.3% | +117.3% | +1,198.0% | +866.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling