+73.7%
AMAT vs SPYG
+9.1%
+64.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +2.4% |
| 7D | +7.0% | -1.5% | +8.5% | +11.6% |
| 30D | -20.6% | -7.2% | -13.4% | -5.8% |
| 3M | -24.8% | -4.6% | -20.1% | -15.6% |
| 6M | -10.7% | -1.2% | -9.5% | -5.5% |
| YTD | +54.3% | +9.3% | +45.0% | +40.9% |
| 1Y | +73.7% | +8.8% | +64.9% | +60.4% |
| All | +73.7% | +9.1% | +64.7% | +60.4% |
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