+1,362.0%
AMAT vs SPY
+308.5%
+1,053.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +19.3% | +3.3% | +16.0% | +13.3% |
| 30D | -17.9% | -2.7% | -15.3% | -12.8% |
| 3M | -30.4% | -1.7% | -28.7% | -27.4% |
| 6M | -11.4% | +3.1% | -14.5% | -13.2% |
| YTD | +48.8% | +11.9% | +36.9% | +28.9% |
| 1Y | +66.0% | +12.0% | +54.0% | +44.2% |
| 3Y | +158.8% | +78.2% | +80.6% | +9.2% |
| 5Y | +153.2% | +73.2% | +79.9% | +17.2% |
| All | +1,362.0% | +308.5% | +1,053.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling