+147.1%
AMAT vs SPY
+71.5%
+75.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +6.9% |
| 7D | -1.1% | +0.1% | -1.1% | -0.4% |
| 30D | -26.9% | -3.3% | -23.6% | -21.2% |
| 3M | -31.2% | -2.4% | -28.8% | -27.1% |
| 6M | -14.7% | +2.6% | -17.3% | -15.9% |
| YTD | +44.7% | +11.2% | +33.5% | +25.2% |
| 1Y | +62.0% | +13.4% | +48.6% | +36.0% |
| 3Y | +165.0% | +79.9% | +85.1% | +4.9% |
| 5Y | +147.1% | +72.2% | +74.9% | +14.6% |
| All | +147.1% | +71.5% | +75.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling