+86.8%
AMAT vs GEV
+615.2%
-528.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.8% | -4.2% |
| 7D | +19.3% | +6.2% | +13.1% | +15.8% |
| 30D | -17.9% | -18.4% | +0.5% | -9.0% |
| 3M | -30.4% | -21.2% | -9.2% | -21.7% |
| 6M | -11.4% | -23.6% | +12.1% | +1.8% |
| YTD | +48.8% | +25.5% | +23.2% | +39.0% |
| 1Y | +66.0% | +42.6% | +23.4% | +46.3% |
| All | +86.8% | +615.2% | -528.4% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling