+214.0%
AMAT vs SPXU
-81.1%
+295.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +5.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | -14.8% | +0.8% | -15.6% | -14.2% |
| 3M | -9.3% | -4.7% | -4.6% | -9.2% |
| 6M | +27.4% | -29.6% | +57.0% | +8.2% |
| YTD | +77.6% | -29.9% | +107.4% | +52.6% |
| 1Y | +188.9% | -39.1% | +228.0% | +133.2% |
| All | +214.0% | -81.1% | +295.1% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling