+58.5%
AMAT vs GEV
+41.8%
+16.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.1% | +4.2% | +6.4% |
| 7D | -1.1% | -3.8% | +2.8% | +1.6% |
| 30D | -26.9% | -17.4% | -9.5% | -17.0% |
| 3M | -31.2% | -16.2% | -15.0% | -23.0% |
| 6M | -14.7% | -20.2% | +5.5% | -0.7% |
| YTD | +44.7% | +27.2% | +17.5% | +36.3% |
| All | +58.5% | +41.8% | +16.7% | +40.4% |
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