+147.1%
AMAT vs SPOT
+115.8%
+31.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | -26.9% | +15.1% | -42.0% | -29.8% |
| 3M | -31.2% | +24.8% | -56.0% | -36.1% |
| 6M | -14.7% | +45.8% | -60.5% | -25.8% |
| YTD | +44.7% | +4.9% | +39.8% | +37.5% |
| 1Y | +62.0% | -1.3% | +63.2% | +57.0% |
| 3Y | +165.0% | +257.7% | -92.7% | +49.2% |
| 5Y | +147.1% | +118.5% | +28.6% | +39.8% |
| All | +147.1% | +115.8% | +31.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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