+203.0%
AMAT vs SPYM
+77.8%
+125.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -14.8% | +0.1% | -14.9% | -15.0% |
| 3M | -9.3% | +2.0% | -11.3% | -11.6% |
| 6M | +27.4% | +13.1% | +14.3% | +3.1% |
| YTD | +77.6% | +13.6% | +63.9% | +43.2% |
| 1Y | +188.9% | +20.1% | +168.9% | +112.5% |
| All | +203.0% | +77.8% | +125.2% | +18.0% |
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