+57,495.9%
AMAT vs SPY
+3,091.8%
+54,404.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.9% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.8% | +0.1% | -14.8% | -14.9% |
| 3M | -9.3% | +2.0% | -11.3% | -10.5% |
| 6M | +27.4% | +13.0% | +14.4% | +8.9% |
| YTD | +77.6% | +13.5% | +64.0% | +51.5% |
| 1Y | +188.9% | +20.0% | +169.0% | +129.0% |
| 3Y | +202.3% | +77.2% | +125.1% | +40.7% |
| 5Y | +248.9% | +81.9% | +167.0% | +64.9% |
| 10Y | +1,585.2% | +314.1% | +1,271.2% | +172.3% |
| All | +57,495.9% | +3,091.8% | +54,404.1% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling