+61.4%
AMAT vs GEV
+46.2%
+15.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.3% | +6.0% | +2.9% |
| 7D | -11.2% | -5.1% | -6.1% | -8.4% |
| 30D | -31.9% | -15.8% | -16.1% | -24.2% |
| 3M | -32.3% | -18.2% | -14.2% | -23.5% |
| 6M | -5.4% | -22.4% | +17.0% | +10.9% |
| YTD | +44.3% | +27.7% | +16.5% | +34.9% |
| 1Y | +61.4% | +52.4% | +9.0% | +37.3% |
| All | +61.4% | +46.2% | +15.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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