+247.2%
AMAT vs SPG
+102.5%
+144.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -14.8% | -6.8% | -8.0% | -11.3% |
| 3M | -9.3% | +2.7% | -11.9% | -12.0% |
| 6M | +27.4% | +5.5% | +21.9% | +21.4% |
| YTD | +77.6% | +15.7% | +61.9% | +59.3% |
| 1Y | +188.9% | +20.9% | +168.1% | +150.8% |
| 3Y | +202.3% | +112.4% | +89.9% | +71.9% |
| All | +247.2% | +102.5% | +144.7% | +100.0% |
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