+1,162.1%
AMAT vs SPYG
+388.2%
+773.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +2.8% |
| 7D | -14.7% | -3.6% | -11.1% | -9.1% |
| 30D | -36.1% | -11.2% | -24.9% | -22.5% |
| 3M | -36.9% | -8.1% | -28.8% | -27.3% |
| 6M | -22.2% | -3.3% | -18.9% | -15.0% |
| YTD | +29.9% | +5.5% | +24.4% | +25.9% |
| 1Y | +43.3% | +7.0% | +36.3% | +36.4% |
| 3Y | +142.7% | +89.5% | +53.2% | +2.5% |
| 5Y | +126.2% | +63.3% | +62.9% | +23.4% |
| All | +1,162.1% | +388.2% | +773.9% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling