+1,587.5%
AMAT vs SPGI
+308.9%
+1,278.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -14.8% | +8.4% | -23.2% | -19.5% |
| 3M | -9.3% | +11.8% | -21.1% | -18.7% |
| 6M | +27.4% | +5.7% | +21.7% | +17.1% |
| YTD | +77.6% | -9.7% | +87.2% | +80.3% |
| 1Y | +188.9% | -12.5% | +201.4% | +195.9% |
| 3Y | +202.3% | +21.8% | +180.5% | +134.4% |
| 5Y | +248.9% | +8.2% | +240.7% | +194.2% |
| All | +1,587.5% | +308.9% | +1,278.6% | +442.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling