+117.1%
AMAT vs SPY
+67.0%
+50.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -5.4% |
| 7D | -24.3% | -4.7% | -19.6% | -16.5% |
| 30D | -39.8% | -5.9% | -33.9% | -31.9% |
| 3M | -40.2% | -4.5% | -35.6% | -34.2% |
| 6M | -22.1% | +1.8% | -23.9% | -22.1% |
| YTD | +24.7% | +8.3% | +16.3% | +13.0% |
| 1Y | +33.3% | +9.3% | +23.9% | +19.3% |
| 3Y | +133.9% | +74.9% | +59.0% | -2.7% |
| 5Y | +117.1% | +67.3% | +49.8% | +5.0% |
| All | +117.1% | +67.0% | +50.1% | +5.0% |
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