+126.7%
AMAT vs SPMO
+101.1%
+25.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +1.6% |
| 7D | -14.7% | -8.7% | -6.0% | -0.6% |
| 30D | -36.1% | -18.7% | -17.4% | -9.8% |
| 3M | -36.9% | -16.4% | -20.4% | -14.2% |
| 6M | -22.2% | -11.9% | -10.3% | +1.7% |
| YTD | +29.9% | +4.9% | +25.0% | +32.7% |
| 1Y | +43.3% | +6.2% | +37.1% | +44.1% |
| 3Y | +142.7% | +115.1% | +27.6% | -10.2% |
| All | +126.7% | +101.1% | +25.6% | -4.4% |
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