+2,947.4%
SPY vs AMAT
+39,768.3%
-36,820.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.6% | +9.2% | -1.3% |
| 7D | -4.7% | -24.3% | +19.6% | +1.3% |
| 30D | -5.9% | -39.8% | +33.9% | +5.1% |
| 3M | -4.5% | -40.2% | +35.6% | +6.3% |
| 6M | +1.8% | -22.1% | +23.9% | +4.3% |
| YTD | +8.3% | +24.7% | -16.3% | -1.5% |
| 1Y | +9.3% | +33.3% | -23.9% | -2.3% |
| 3Y | +74.9% | +133.9% | -59.0% | +32.5% |
| 5Y | +67.3% | +117.1% | -49.8% | +25.6% |
| 10Y | +311.6% | +1,158.7% | -847.1% | +97.9% |
| All | +2,947.4% | +39,768.3% | -36,820.9% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling