+1,321.9%
AMAT vs SPGI
+333.9%
+988.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.4% |
| 7D | +11.4% | +1.2% | +10.1% | +10.6% |
| 30D | -17.0% | +15.9% | -33.0% | -24.6% |
| 3M | -30.6% | +12.3% | -42.9% | -36.3% |
| 6M | -14.9% | +23.7% | -38.6% | -29.5% |
| YTD | +44.7% | -3.5% | +48.2% | +39.9% |
| 1Y | +66.9% | +0.4% | +66.5% | +56.1% |
| 3Y | +153.3% | +29.9% | +123.4% | +87.7% |
| 5Y | +146.2% | +15.2% | +131.0% | +98.5% |
| All | +1,321.9% | +333.9% | +988.0% | +355.4% |
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