+1,707.5%
AMAT vs SPMO
+526.3%
+1,181.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +6.9% | +2.7% | +4.2% | +3.0% |
| 30D | -10.1% | +1.1% | -11.2% | -11.3% |
| 3M | -6.0% | +2.0% | -8.0% | -5.3% |
| 6M | +38.6% | +26.5% | +12.1% | +5.4% |
| YTD | +83.1% | +26.5% | +56.6% | +40.3% |
| 1Y | +188.3% | +27.9% | +160.4% | +118.9% |
| 3Y | +225.3% | +160.4% | +65.0% | -1.5% |
| 5Y | +262.0% | +151.5% | +110.5% | +17.8% |
| 10Y | +1,707.5% | +526.3% | +1,181.1% | +166.8% |
| All | +1,707.5% | +526.3% | +1,181.1% | +166.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling