+1,425.2%
AMAT vs SPGI
+337.7%
+1,087.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.8% |
| 7D | +7.0% | -1.4% | +8.3% | +8.1% |
| 30D | -20.6% | +15.3% | -35.9% | -27.6% |
| 3M | -24.8% | +16.5% | -41.3% | -32.6% |
| 6M | -10.7% | +19.8% | -30.6% | -24.4% |
| YTD | +54.3% | -3.2% | +57.5% | +48.9% |
| 1Y | +73.7% | +1.8% | +71.9% | +60.7% |
| 3Y | +168.4% | +30.6% | +137.8% | +98.2% |
| 5Y | +167.6% | +16.0% | +151.5% | +114.6% |
| 10Y | +1,425.2% | +338.6% | +1,086.6% | +415.5% |
| All | +1,425.2% | +337.7% | +1,087.5% | +415.5% |
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