+247.2%
AMAT vs SPMO
+147.4%
+99.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +1.8% |
| 7D | -1.5% | +2.0% | -3.5% | -4.5% |
| 30D | -14.8% | -0.4% | -14.4% | -14.1% |
| 3M | -9.3% | -1.9% | -7.4% | -2.9% |
| 6M | +27.4% | +25.0% | +2.4% | -4.1% |
| YTD | +77.6% | +26.0% | +51.5% | +32.9% |
| 1Y | +188.9% | +28.7% | +160.3% | +111.0% |
| 3Y | +202.3% | +160.9% | +41.4% | -19.3% |
| All | +247.2% | +147.4% | +99.8% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling