+59.3%
AMAT vs SPY
+11.9%
+47.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.6% |
| 7D | -2.5% | -0.6% | -1.9% | 0.0% |
| 30D | -26.5% | -3.7% | -22.8% | -17.2% |
| 3M | -28.6% | -2.7% | -25.8% | -21.8% |
| 6M | -14.2% | +2.2% | -16.4% | -16.8% |
| YTD | +45.5% | +10.8% | +34.6% | +19.3% |
| 1Y | +59.3% | +11.2% | +48.1% | +30.1% |
| All | +59.3% | +11.9% | +47.4% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling