+247.2%
AMAT vs SPYG
+85.0%
+162.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | -1.5% | +0.4% | -1.9% | -2.1% |
| 30D | -14.8% | -0.4% | -14.3% | -14.2% |
| 3M | -9.3% | +0.5% | -9.8% | -8.2% |
| 6M | +27.4% | +17.5% | +9.9% | +3.2% |
| YTD | +77.6% | +14.3% | +63.2% | +50.4% |
| 1Y | +188.9% | +21.7% | +167.2% | +124.9% |
| 3Y | +202.3% | +98.6% | +103.7% | +19.8% |
| All | +247.2% | +85.0% | +162.2% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling