+203.0%
AMAT vs SPGI
+21.8%
+181.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -14.8% | +8.4% | -23.2% | -15.6% |
| 3M | -9.3% | +11.8% | -21.1% | -11.3% |
| 6M | +27.4% | +5.7% | +21.7% | +26.6% |
| YTD | +77.6% | -9.7% | +87.2% | +88.6% |
| 1Y | +188.9% | -12.5% | +201.4% | +211.7% |
| All | +203.0% | +21.8% | +181.3% | +166.6% |
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