+1,315.3%
AMAT vs SPMO
+455.3%
+860.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +7.0% | +5.0% |
| 7D | -1.1% | -1.9% | +0.9% | +2.8% |
| 30D | -26.9% | -14.1% | -12.8% | -7.6% |
| 3M | -31.2% | -13.1% | -18.1% | -14.0% |
| 6M | -14.7% | -9.4% | -5.3% | +4.7% |
| YTD | +44.7% | +9.5% | +35.2% | +39.1% |
| 1Y | +62.0% | +10.5% | +51.4% | +54.2% |
| 3Y | +165.0% | +124.4% | +40.6% | +1.1% |
| 5Y | +147.1% | +110.5% | +36.6% | +4.9% |
| 10Y | +1,315.3% | +450.3% | +865.0% | +169.3% |
| All | +1,315.3% | +455.3% | +860.0% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling