+169.4%
AMAT vs GD
+59.0%
+110.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.6% |
| 7D | -11.2% | +3.0% | -14.2% | -11.9% |
| 30D | -31.9% | +10.5% | -42.4% | -33.9% |
| 3M | -32.3% | -5.0% | -27.4% | -31.3% |
| 6M | -5.4% | +5.5% | -10.9% | -7.8% |
| YTD | +44.3% | +10.3% | +33.9% | +36.8% |
| 1Y | +61.4% | +8.2% | +53.2% | +54.7% |
| All | +169.4% | +59.0% | +110.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling