+203.0%
AMAT vs SPG
+112.6%
+90.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -14.8% | -6.8% | -8.0% | -12.5% |
| 3M | -9.3% | +2.7% | -11.9% | -11.6% |
| 6M | +27.4% | +5.5% | +21.9% | +22.5% |
| YTD | +77.6% | +15.7% | +61.9% | +63.4% |
| 1Y | +188.9% | +20.9% | +168.1% | +159.2% |
| All | +203.0% | +112.6% | +90.5% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling