+61.4%
AMAT vs SPYG
+10.8%
+50.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -5.9% |
| 7D | -11.2% | -2.8% | -8.4% | -5.8% |
| 30D | -31.9% | -6.2% | -25.7% | -21.9% |
| 3M | -32.3% | -3.6% | -28.8% | -26.6% |
| 6M | -5.4% | +4.8% | -10.2% | -10.8% |
| YTD | +44.3% | +11.0% | +33.3% | +26.0% |
| 1Y | +61.4% | +11.2% | +50.1% | +41.1% |
| All | +61.4% | +10.8% | +50.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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