+20.0%
SPY vs AMAT
+193.2%
-173.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.9% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +0.1% | -14.8% | +14.8% | +2.0% |
| 3M | +2.0% | -9.3% | +11.3% | +1.5% |
| 6M | +13.0% | +27.4% | -14.4% | +5.5% |
| YTD | +13.5% | +77.6% | -64.0% | 0.0% |
| 1Y | +20.0% | +188.9% | -169.0% | +0.3% |
| All | +20.0% | +193.2% | -173.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 1y: compounded portfolio wealth divided by compounded AMAT 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…
1y analysis · Full analysis span regression · 6 months rolling