+117.1%
AMAT vs SPG
+75.4%
+41.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.9% | -12.7% | -13.1% |
| 7D | -24.3% | +5.0% | -29.3% | -26.4% |
| 30D | -39.8% | +12.3% | -52.1% | -43.9% |
| 3M | -40.2% | +1.9% | -42.0% | -41.0% |
| 6M | -22.1% | +14.4% | -36.5% | -29.4% |
| YTD | +24.7% | +26.5% | -1.8% | +5.7% |
| 1Y | +33.3% | +30.7% | +2.6% | +10.4% |
| 3Y | +133.9% | +122.6% | +11.2% | +28.0% |
| 5Y | +117.1% | +73.3% | +43.7% | +29.4% |
| All | +117.1% | +75.4% | +41.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling