+117.1%
AMAT vs SPGI
+11.5%
+105.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.9% | -11.6% | -12.8% |
| 7D | -24.3% | +2.6% | -26.8% | -25.1% |
| 30D | -39.8% | +19.3% | -59.1% | -44.2% |
| 3M | -40.2% | +15.5% | -55.7% | -44.2% |
| 6M | -22.1% | +18.3% | -40.5% | -30.3% |
| YTD | +24.7% | -3.8% | +28.5% | +25.8% |
| 1Y | +33.3% | +1.3% | +31.9% | +28.9% |
| 3Y | +133.9% | +33.6% | +100.3% | +73.8% |
| 5Y | +117.1% | +13.2% | +103.9% | +85.9% |
| All | +117.1% | +11.5% | +105.5% | +85.9% |
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