+193.4%
AMAT vs GEV
+63.8%
+129.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.0% |
| 7D | +7.0% | +8.1% | -1.1% | +1.7% |
| 30D | -12.2% | -1.9% | -10.3% | -11.3% |
| 3M | -3.8% | +4.1% | -7.9% | -4.3% |
| 6M | +45.9% | +23.2% | +22.7% | +34.9% |
| YTD | +84.6% | +48.9% | +35.7% | +58.8% |
| 1Y | +193.4% | +62.2% | +131.2% | +142.9% |
| All | +193.4% | +63.8% | +129.6% | +142.9% |
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