+147.1%
AMAT vs SPOT
+117.4%
+29.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.3% |
| 7D | +11.4% | +1.6% | +9.8% | +11.0% |
| 30D | -17.0% | +16.9% | -34.0% | -20.7% |
| 3M | -30.6% | +23.0% | -53.6% | -35.2% |
| 6M | -14.9% | +42.2% | -57.1% | -25.3% |
| YTD | +44.7% | +5.5% | +39.2% | +37.4% |
| 1Y | +66.9% | -5.1% | +72.0% | +64.2% |
| 3Y | +153.3% | +257.9% | -104.6% | +43.2% |
| All | +147.1% | +117.4% | +29.7% | +36.7% |
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