+1,722.7%
AMAT vs SPMO
+527.1%
+1,195.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.3% |
| 7D | +7.0% | +3.4% | +3.6% | +2.1% |
| 30D | -12.2% | +0.5% | -12.7% | -12.7% |
| 3M | -3.8% | +1.9% | -5.7% | -3.0% |
| 6M | +45.9% | +27.8% | +18.1% | +9.4% |
| YTD | +84.6% | +26.7% | +58.0% | +41.3% |
| 1Y | +193.4% | +28.9% | +164.5% | +120.4% |
| 3Y | +228.1% | +160.7% | +67.4% | -0.8% |
| 5Y | +268.9% | +150.2% | +118.8% | +20.8% |
| All | +1,722.7% | +527.1% | +1,195.6% | +168.6% |
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