+170.1%
AMAT vs SPXU
-81.0%
+251.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +3.3% |
| 7D | +7.0% | +1.5% | +5.4% | +10.5% |
| 30D | -20.6% | +6.4% | -26.9% | -14.6% |
| 3M | -24.8% | +4.2% | -29.0% | -19.8% |
| 6M | -10.7% | -7.8% | -3.0% | -9.1% |
| YTD | +54.3% | -27.5% | +81.8% | +40.0% |
| 1Y | +73.7% | -27.1% | +100.9% | +59.7% |
| All | +170.1% | -81.0% | +251.1% | +32.1% |
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