+61.4%
AMAT vs SPMO
+11.0%
+50.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -1.6% |
| 7D | -11.2% | -8.9% | -2.3% | +6.7% |
| 30D | -31.9% | -13.8% | -18.1% | -8.1% |
| 3M | -32.3% | -12.5% | -19.8% | -11.0% |
| 6M | -5.4% | -1.5% | -3.9% | +4.0% |
| YTD | +44.3% | +11.3% | +32.9% | +29.6% |
| 1Y | +61.4% | +11.5% | +49.9% | +45.3% |
| All | +61.4% | +11.0% | +50.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling