+40,337.8%
AMAT vs SPY
+2,945.2%
+37,392.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.4% | -9.2% | -7.0% |
| 7D | -24.3% | -4.7% | -19.6% | -18.1% |
| 30D | -39.8% | -5.9% | -33.9% | -33.5% |
| 3M | -40.2% | -4.5% | -35.6% | -35.3% |
| 6M | -22.1% | +1.8% | -23.9% | -22.0% |
| YTD | +24.7% | +8.3% | +16.3% | +15.2% |
| 1Y | +33.3% | +9.3% | +23.9% | +21.9% |
| 3Y | +133.9% | +74.9% | +59.0% | +12.3% |
| 5Y | +117.1% | +67.3% | +49.8% | +16.9% |
| 10Y | +1,158.7% | +311.6% | +847.1% | +107.8% |
| All | +40,337.8% | +2,945.2% | +37,392.6% | +164.3% |
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