+11.6%
SPY vs AMAT
+57.7%
-46.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +0.9% |
| 7D | +0.1% | -1.1% | +1.1% | 0.0% |
| 30D | -3.3% | -26.9% | +23.6% | +0.1% |
| 3M | -2.4% | -31.2% | +28.8% | +1.6% |
| 6M | +2.6% | -14.7% | +17.3% | +1.4% |
| YTD | +11.2% | +44.7% | -33.5% | -0.7% |
| All | +11.6% | +57.7% | -46.1% | -2.5% |
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