+142.7%
AMAT vs SPG
+124.5%
+18.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | -14.7% | +4.9% | -19.6% | -16.0% |
| 30D | -36.1% | +15.6% | -51.7% | -39.3% |
| 3M | -36.9% | +4.1% | -40.9% | -37.7% |
| 6M | -22.2% | +13.6% | -35.8% | -26.9% |
| YTD | +29.9% | +27.5% | +2.4% | +15.5% |
| 1Y | +43.3% | +32.2% | +11.0% | +25.0% |
| 3Y | +142.7% | +126.0% | +16.7% | +63.1% |
| All | +142.7% | +124.5% | +18.1% | +63.1% |
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