+126.7%
AMAT vs SPGI
+11.1%
+115.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | +0.3% | -15.0% | -14.8% |
| 30D | -36.1% | +18.4% | -54.5% | -40.6% |
| 3M | -36.9% | +15.7% | -52.6% | -41.2% |
| 6M | -22.2% | +17.3% | -39.5% | -30.1% |
| YTD | +29.9% | -4.7% | +34.7% | +31.6% |
| 1Y | +43.3% | +1.8% | +41.5% | +37.6% |
| 3Y | +142.7% | +31.7% | +111.0% | +81.7% |
| All | +126.7% | +11.1% | +115.6% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling