+1,315.3%
AMAT vs SPYM
+316.3%
+999.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.3% | +9.0% | +7.4% |
| 7D | -1.1% | +0.1% | -1.1% | -0.4% |
| 30D | -26.9% | -3.3% | -23.6% | -21.6% |
| 3M | -31.2% | -2.4% | -28.8% | -27.4% |
| 6M | -14.7% | +2.6% | -17.3% | -15.8% |
| YTD | +44.7% | +11.3% | +33.4% | +26.4% |
| 1Y | +62.0% | +13.5% | +48.5% | +37.6% |
| 3Y | +165.0% | +80.3% | +84.7% | +10.8% |
| 5Y | +147.1% | +72.7% | +74.4% | +16.0% |
| 10Y | +1,315.3% | +312.2% | +1,003.1% | +88.2% |
| All | +1,315.3% | +316.3% | +999.0% | +88.2% |
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