+63.1%
AMAT vs GEV
+576.4%
-513.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.8% | +4.0% |
| 7D | -14.7% | -9.8% | -4.9% | -10.1% |
| 30D | -36.1% | -22.3% | -13.8% | -27.4% |
| 3M | -36.9% | -22.6% | -14.3% | -28.3% |
| 6M | -22.2% | -30.7% | +8.5% | -6.4% |
| YTD | +29.9% | +18.7% | +11.2% | +24.8% |
| 1Y | +43.3% | +41.0% | +2.2% | +27.4% |
| All | +63.1% | +576.4% | -513.3% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling