+170.1%
AMAT vs SPYM
+79.8%
+90.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +3.3% |
| 7D | +7.0% | -0.9% | +7.9% | +10.2% |
| 30D | -20.6% | -2.4% | -18.2% | -15.4% |
| 3M | -24.8% | -1.1% | -23.6% | -21.9% |
| 6M | -10.7% | +3.3% | -14.1% | -13.7% |
| YTD | +54.3% | +12.4% | +41.9% | +28.7% |
| 1Y | +73.7% | +12.5% | +61.2% | +45.0% |
| All | +170.1% | +79.8% | +90.3% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling