+132.8%
AMAT vs SPGI
+33.8%
+99.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.9% | -11.6% | -13.6% |
| 7D | -24.3% | +2.6% | -26.8% | -24.3% |
| 30D | -39.8% | +19.3% | -59.1% | -40.0% |
| 3M | -40.2% | +15.5% | -55.7% | -40.5% |
| 6M | -22.1% | +18.3% | -40.5% | -23.4% |
| YTD | +24.7% | -3.8% | +28.5% | +33.2% |
| 1Y | +33.3% | +1.3% | +31.9% | +38.2% |
| All | +132.8% | +33.8% | +99.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling