+4,360.8%
AMAT vs SPXU
-100.0%
+4,460.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +1.1% |
| 7D | -2.5% | +0.5% | -3.0% | -0.6% |
| 30D | -26.5% | +10.9% | -37.4% | -20.7% |
| 3M | -28.6% | +9.6% | -38.2% | -23.0% |
| 6M | -14.2% | -4.7% | -9.6% | -11.2% |
| YTD | +45.5% | -24.6% | +70.1% | +38.3% |
| 1Y | +59.3% | -24.7% | +84.1% | +52.7% |
| 3Y | +153.1% | -80.0% | +233.1% | +52.7% |
| 5Y | +158.2% | -83.5% | +241.6% | +86.6% |
| 10Y | +1,370.8% | -99.5% | +1,470.3% | +297.5% |
| All | +4,360.8% | -100.0% | +4,460.8% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling