+1,321.9%
AMAT vs SPMO
+460.5%
+861.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -0.5% |
| 7D | +11.4% | +6.3% | +5.0% | +2.3% |
| 30D | -17.0% | -8.9% | -8.2% | -3.7% |
| 3M | -30.6% | -13.2% | -17.4% | -13.0% |
| 6M | -14.9% | -9.3% | -5.7% | +4.2% |
| YTD | +44.7% | +11.6% | +33.1% | +35.5% |
| 1Y | +66.9% | +13.4% | +53.5% | +53.3% |
| 3Y | +153.3% | +122.9% | +30.4% | -2.7% |
| 5Y | +146.2% | +113.9% | +32.3% | +2.1% |
| All | +1,321.9% | +460.5% | +861.4% | +165.7% |
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