+1,370.8%
AMAT vs SPYM
+310.0%
+1,060.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +1.1% |
| 7D | -2.5% | -0.6% | -1.9% | -0.7% |
| 30D | -26.5% | -3.7% | -22.9% | -20.7% |
| 3M | -28.6% | -2.7% | -25.8% | -24.2% |
| 6M | -14.2% | +2.2% | -16.5% | -14.8% |
| YTD | +45.5% | +10.9% | +34.6% | +27.9% |
| 1Y | +59.3% | +11.3% | +48.0% | +39.7% |
| 3Y | +153.1% | +76.8% | +76.3% | +9.0% |
| 5Y | +158.2% | +73.5% | +84.6% | +20.3% |
| 10Y | +1,370.8% | +307.9% | +1,062.9% | +92.7% |
| All | +1,370.8% | +310.0% | +1,060.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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