+67.6%
SPY vs AMAT
+123.9%
-56.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.7% |
| 7D | -2.7% | -14.7% | +12.0% | +0.9% |
| 30D | -5.4% | -36.1% | +30.7% | +4.8% |
| 3M | -4.1% | -36.9% | +32.8% | +6.0% |
| 6M | +0.7% | -22.2% | +22.9% | +2.4% |
| YTD | +8.7% | +29.9% | -21.3% | -5.9% |
| 1Y | +10.9% | +43.3% | -32.4% | -7.0% |
| 3Y | +75.0% | +142.7% | -67.7% | +16.7% |
| All | +67.6% | +123.9% | -56.3% | +6.0% |
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