+193.4%
AMAT vs SPMO
+29.0%
+164.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.0% |
| 7D | +7.0% | +3.4% | +3.6% | +0.3% |
| 30D | -12.2% | +0.5% | -12.7% | -13.0% |
| 3M | -3.8% | +1.9% | -5.7% | -3.8% |
| 6M | +45.9% | +27.8% | +18.1% | -2.0% |
| YTD | +84.6% | +26.7% | +58.0% | +27.6% |
| 1Y | +193.4% | +28.9% | +164.5% | +100.3% |
| All | +193.4% | +29.0% | +164.4% | +100.3% |
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