+137,736.4%
AMAT vs SPGI
+14,090.3%
+123,646.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.8% | +8.4% | -23.2% | -18.5% |
| 3M | -9.3% | +11.8% | -21.1% | -16.5% |
| 6M | +27.4% | +5.7% | +21.7% | +19.4% |
| YTD | +77.6% | -9.7% | +87.2% | +78.7% |
| 1Y | +188.9% | -12.5% | +201.4% | +192.5% |
| 3Y | +202.3% | +21.8% | +180.5% | +156.7% |
| 5Y | +248.9% | +8.2% | +240.7% | +216.3% |
| 10Y | +1,585.2% | +309.5% | +1,275.7% | +715.1% |
| All | +137,736.4% | +14,090.3% | +123,646.1% | +9,520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling