+147.1%
AMAT vs SPYM
+72.6%
+74.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.0% |
| 7D | +11.4% | +2.6% | +8.8% | +6.6% |
| 30D | -17.0% | -2.0% | -15.0% | -12.6% |
| 3M | -30.6% | -2.8% | -27.8% | -25.8% |
| 6M | -14.9% | +2.2% | -17.1% | -15.5% |
| YTD | +44.7% | +11.5% | +33.1% | +24.4% |
| 1Y | +66.9% | +13.5% | +53.4% | +39.6% |
| 3Y | +153.3% | +78.0% | +75.3% | +1.1% |
| All | +147.1% | +72.6% | +74.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling