+117.1%
AMAT vs SPOT
+109.5%
+7.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -13.1% |
| 7D | -24.3% | +10.3% | -34.5% | -26.1% |
| 30D | -39.8% | +25.9% | -65.7% | -43.5% |
| 3M | -40.2% | +27.4% | -67.6% | -44.7% |
| 6M | -22.1% | +46.5% | -68.6% | -32.3% |
| YTD | +24.7% | +5.8% | +18.9% | +18.3% |
| 1Y | +33.3% | -0.9% | +34.2% | +29.1% |
| 3Y | +133.9% | +261.5% | -127.6% | +31.6% |
| 5Y | +117.1% | +112.6% | +4.5% | +16.5% |
| All | +117.1% | +109.5% | +7.6% | +16.5% |
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