+548.8%
AMAT vs SPOT
+270.3%
+278.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -13.0% |
| 7D | -24.3% | +10.3% | -34.5% | -26.5% |
| 30D | -39.8% | +25.9% | -65.7% | -44.2% |
| 3M | -40.2% | +27.4% | -67.6% | -45.5% |
| 6M | -22.1% | +46.5% | -68.6% | -33.4% |
| YTD | +24.7% | +5.8% | +18.9% | +16.4% |
| 1Y | +33.3% | -0.9% | +34.2% | +27.2% |
| 3Y | +133.9% | +261.5% | -127.6% | +32.5% |
| 5Y | +117.1% | +112.6% | +4.5% | +36.2% |
| All | +548.8% | +270.3% | +278.4% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling