+82.5%
SPY vs AMAT
+246.8%
-164.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | +0.1% | -14.8% | +14.8% | +3.8% |
| 3M | +2.0% | -9.3% | +11.3% | +1.7% |
| 6M | +13.0% | +27.4% | -14.4% | +1.6% |
| YTD | +13.5% | +77.6% | -64.0% | -8.0% |
| 1Y | +20.0% | +188.9% | -169.0% | -16.6% |
| 3Y | +77.2% | +202.3% | -125.1% | +14.4% |
| All | +82.5% | +246.8% | -164.3% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling