+61.4%
AMAT vs SPGI
+3.2%
+58.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -1.6% |
| 7D | -11.2% | +7.2% | -18.4% | -8.0% |
| 30D | -31.9% | +23.2% | -55.1% | -24.7% |
| 3M | -32.3% | +17.0% | -49.4% | -26.6% |
| 6M | -5.4% | +20.4% | -25.8% | +5.5% |
| YTD | +44.3% | -1.9% | +46.2% | +66.0% |
| 1Y | +61.4% | +2.9% | +58.5% | +93.2% |
| All | +61.4% | +3.2% | +58.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling