+188.9%
AMAT vs SPXU
-40.4%
+229.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | -14.8% | +0.8% | -15.6% | -14.1% |
| 3M | -9.3% | -4.7% | -4.6% | -10.2% |
| 6M | +27.4% | -29.6% | +57.0% | +3.1% |
| YTD | +77.6% | -29.9% | +107.4% | +46.1% |
| 1Y | +188.9% | -39.1% | +228.0% | +117.3% |
| All | +188.9% | -40.4% | +229.3% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling