-22.2%
AMAT vs SPOT
+44.1%
-66.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +3.0% |
| 7D | -14.7% | +1.6% | -16.3% | -13.7% |
| 30D | -36.1% | +17.6% | -53.7% | -27.5% |
| 3M | -36.9% | +26.9% | -63.8% | -23.4% |
| 6M | -22.2% | +41.8% | -64.0% | -2.1% |
| All | -22.2% | +44.1% | -66.3% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling